Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest (Q3444706)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest |
scientific article |
Statements
Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest (English)
0 references
4 June 2007
0 references
compound Poisson risk model
0 references
confluent hypergeometric function
0 references
constant interest force
0 references
Kummer's confluent hypergeometric equation
0 references
threshold strategy
0 references
