Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464)
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scientific article; zbMATH DE number 5210752
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| English | Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs |
scientific article; zbMATH DE number 5210752 |
Statements
Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (English)
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12 November 2007
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optimal dividend
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diffusion model
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impulse control
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barrier strategy
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0.9120625853538512
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0.8416126370429993
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