On optimality of the barrier strategy for a general Lévy risk process (Q636448)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On optimality of the barrier strategy for a general Lévy risk process |
scientific article; zbMATH DE number 5943908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On optimality of the barrier strategy for a general Lévy risk process |
scientific article; zbMATH DE number 5943908 |
Statements
On optimality of the barrier strategy for a general Lévy risk process (English)
0 references
28 August 2011
0 references
Lévy processes
0 references
optimal dividend problem
0 references
complete monotonicity
0 references
barrier strategy
0 references
scale function
0 references
probability of ruin
0 references
0 references
0 references
0 references
0.9203472137451172
0 references
0.8969695568084717
0 references
0.8827739953994751
0 references
0.8825592398643494
0 references
0.8807080388069153
0 references
