De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188)
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scientific article; zbMATH DE number 6004675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | De Finetti's optimal dividends problem with an affine penalty function at ruin |
scientific article; zbMATH DE number 6004675 |
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De Finetti's optimal dividends problem with an affine penalty function at ruin (English)
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10 February 2012
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insurance risk theory
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optimal dividends
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deficit at ruin
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Gerber-Shiu functions
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Lévy processes
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stochastic control
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log-convexity
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