Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes (Q5388746)
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scientific article; zbMATH DE number 6026106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes |
scientific article; zbMATH DE number 6026106 |
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Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes (English)
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20 April 2012
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scale function
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ruin problem
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de Finetti dividend problem
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complete monotonicity
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