Optimal dividend control for a generalized risk model with investment incomes and debit interest
From MaRDI portal
Publication:2868603
DOI10.1080/03461238.2011.585771zbMath1308.91093arXiv1102.4132MaRDI QIDQ2868603
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.4132
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
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