Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend control for a generalized risk model with investment incomes and debit interest |
scientific article |
Statements
Optimal dividend control for a generalized risk model with investment incomes and debit interest (English)
0 references
17 December 2013
0 references
absolute ruin
0 references
dividend optimization
0 references
stochastic control
0 references
value function
0 references
viscosity solution
0 references
0 references
0 references
