Threshold dividend strategy for the compound Poisson model perturbed by diffusion (Q3052389)
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scientific article; zbMATH DE number 5812143
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| English | Threshold dividend strategy for the compound Poisson model perturbed by diffusion |
scientific article; zbMATH DE number 5812143 |
Statements
5 November 2010
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compound Poisson model
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perturbed by diffusion
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threshold dividend
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Brownian motion
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expected present value
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0.9229463934898376
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0.9106011986732484
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0.9081990122795104
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0.8930275440216064
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0.8900333046913147
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