Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783)
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scientific article; zbMATH DE number 7916663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal ratcheting of dividend payout under Brownian motion surplus |
scientific article; zbMATH DE number 7916663 |
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Optimal ratcheting of dividend payout under Brownian motion surplus (English)
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20 September 2024
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free boundary
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variational Inequity
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self-path-dependent constraint
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