Exit problems for jump processes with applications to dividend problems (Q1947488)
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scientific article; zbMATH DE number 6156304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit problems for jump processes with applications to dividend problems |
scientific article; zbMATH DE number 6156304 |
Statements
Exit problems for jump processes with applications to dividend problems (English)
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22 April 2013
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jump diffusion
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first passage time
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hyper-exponential distribution
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dividend payment
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barrier strategy
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threshold strategy
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0.8999031
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0.8729354
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0.87241775
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0.8722708
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0.8720124
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0.87008417
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0.86968505
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0.8669982
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0.8657484
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