OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258)
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scientific article; zbMATH DE number 5697868
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| English | OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS |
scientific article; zbMATH DE number 5697868 |
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OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (English)
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22 April 2010
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dividend
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insurance
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jump-diffusion
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singular stochastic control
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0.95292413
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0.94570446
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0.91455644
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0.9132342
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0.90638113
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0.9056915
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0.90568995
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0.9052182
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