Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757)
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| English | Optimal dividend payments under a time of ruin constraint: exponential claims |
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Optimal dividend payments under a time of ruin constraint: exponential claims (English)
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14 December 2015
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dividend payments
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optimal control
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expected time of ruin constraint
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barrier strategy
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dual problem
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0.9213759
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0.9153454
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0.9102071
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0.8944541
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0.89402866
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0.8934298
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0.8924537
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0.8918036
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0.89100343
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