Convexity and smoothness of scale functions and de Finetti's control problem (Q975331)
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scientific article; zbMATH DE number 5718464
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| English | Convexity and smoothness of scale functions and de Finetti's control problem |
scientific article; zbMATH DE number 5718464 |
Statements
Convexity and smoothness of scale functions and de Finetti's control problem (English)
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9 June 2010
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potential analysis
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special Bernstein function
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scale functions for spectrally negative Lévy processes
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control theory
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0.8144371509552002
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0.7990357875823975
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0.7888073921203613
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0.7842419743537903
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