Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603)
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scientific article; zbMATH DE number 6239143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend control for a generalized risk model with investment incomes and debit interest |
scientific article; zbMATH DE number 6239143 |
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Optimal dividend control for a generalized risk model with investment incomes and debit interest (English)
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17 December 2013
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absolute ruin
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dividend optimization
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stochastic control
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value function
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viscosity solution
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