Optimal dividend-payout in random discrete time (Q3104433)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend-payout in random discrete time |
scientific article |
Statements
Optimal dividend-payout in random discrete time (English)
0 references
19 December 2011
0 references
stochastic control
0 references
Lévy model
0 references
discrete dividend strategy
0 references
insurance risk
0 references
Cramér--Lundberg model
0 references
Markov decision process
0 references
