Optimality of refraction strategies for a constrained dividend problem (Q5203951)
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scientific article; zbMATH DE number 7141443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of refraction strategies for a constrained dividend problem |
scientific article; zbMATH DE number 7141443 |
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Optimality of refraction strategies for a constrained dividend problem (English)
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9 December 2019
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dividend payment
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optimal control
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ruin time constraint
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spectrally one-sided Lévy process
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refracted Lévy process
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scale function
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