A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin |
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A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (English)
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19 July 2011
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diffusion model
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risk control
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dividend payment
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Hamilton-Jacobi-Bellman equation
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optimal policy
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