The optimal dividend strategy in the perturbed compound Poisson risk model with investment (Q2916579)
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scientific article; zbMATH DE number 6091087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal dividend strategy in the perturbed compound Poisson risk model with investment |
scientific article; zbMATH DE number 6091087 |
Statements
5 October 2012
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Brownian motion
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dividend payments
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HJB equation
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investment interest
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optimal dividend strategy
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The optimal dividend strategy in the perturbed compound Poisson risk model with investment (English)
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