scientific article; zbMATH DE number 5994711

MaRDI QIDQ3108752zbMATHFDO

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

Publication date 5 January 2012

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

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