Dividend optimization for jump-diffusion model with solvency constraints (Q1984693)
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scientific article; zbMATH DE number 7186959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend optimization for jump-diffusion model with solvency constraints |
scientific article; zbMATH DE number 7186959 |
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Dividend optimization for jump-diffusion model with solvency constraints (English)
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7 April 2020
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dividend payment
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jump-diffusion
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solvency constraints
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barrier strategy
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partial integro-differential equation
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