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Optimality of the threshold dividend strategy for the compound Poisson model - MaRDI portal

Optimality of the threshold dividend strategy for the compound Poisson model (Q645431)

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scientific article; zbMATH DE number 5971803
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Optimality of the threshold dividend strategy for the compound Poisson model
scientific article; zbMATH DE number 5971803

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    Optimality of the threshold dividend strategy for the compound Poisson model (English)
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    15 November 2011
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    compound Poisson model
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    optimal dividend problem
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    complete monotonicity
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    threshold strategy
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