A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes |
scientific article |
Statements
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (English)
0 references
12 April 2018
0 references
dividend payment
0 references
optimal control
0 references
ruin time constraint
0 references
spectrally one-sided Lévy processes
0 references
fluctuation theory
0 references
0 references
0 references
0 references
0 references
0 references
