Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153)
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scientific article; zbMATH DE number 7852749
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| default for all languages | No label defined |
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| English | Optimal payout strategies when Bruno de Finetti meets model uncertainty |
scientific article; zbMATH DE number 7852749 |
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Optimal payout strategies when Bruno de Finetti meets model uncertainty (English)
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24 May 2024
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model uncertainty
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dividend payments
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compound Poisson
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HJB equation
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viscosity solution
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0.8206512331962585
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0.7605461478233337
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0.7328487634658813
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