Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631)
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scientific article; zbMATH DE number 7399077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest |
scientific article; zbMATH DE number 7399077 |
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Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (English)
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22 September 2021
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absolute ruin
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Barrier strategy
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debit interest
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Hamilton-Jacobi-Bellman equation
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weak infinitesimal generator
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