Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823)
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scientific article; zbMATH DE number 6308329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Dividend Optimization and Finite Time Ruin Probabilities |
scientific article; zbMATH DE number 6308329 |
Statements
Bayesian Dividend Optimization and Finite Time Ruin Probabilities (English)
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25 June 2014
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dividend maximization
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filtering theory
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finite-time ruin probability
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stochastic optimal control
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viscosity solutions
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