Optimal dividend policies for piecewise-deterministic compound Poisson risk models
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Publication:4576905
DOI10.1080/03461238.2013.846277zbMath1401.91136arXiv1106.2781OpenAlexW3101962486MaRDI QIDQ4576905
Runhuan Feng, Chao Zhu, Shuaiqi Zhang, Hans W. Volkmer
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.2781
HJB equationquasi-variational inequalitybarrier strategythreshold strategypiecewise-deterministic compound Poisson model
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