A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
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Publication:1742706
DOI10.1016/j.insmatheco.2017.12.011zbMath1401.91147arXiv1608.02550OpenAlexW2963357320MaRDI QIDQ1742706
Camilo Hernández, Mauricio Junca, Harold A. Moreno-Franco
Publication date: 12 April 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.02550
optimal controlfluctuation theorydividend paymentruin time constraintspectrally one-sided Lévy processes
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