scientific article; zbMATH DE number 5994711

zbMATH Open1236.91084MaRDI QIDQ3108752FDOQ3108752

Authors: F. Avram, Zbigniew Palmowski, Martijn R. Pistorius 

Publication date: 5 January 2012

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimal controlrisk processbarrier strategiesoptimal dividend distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov processes (60J99) Optimal stochastic control (93E20)

Cited In (2)

• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
• On the central management of risk networks

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