Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631)
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scientific article; zbMATH DE number 7399077
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| English | Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest |
scientific article; zbMATH DE number 7399077 |
Statements
Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (English)
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22 September 2021
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absolute ruin
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Barrier strategy
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debit interest
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Hamilton-Jacobi-Bellman equation
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weak infinitesimal generator
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0.8506860733032227
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0.8466503024101257
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0.8433719277381897
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0.8312362432479858
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