Optimal dividends with an affine penalty
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Publication:2318336
DOI10.1007/s12190-018-01233-yzbMath1422.91359OpenAlexW2907804139MaRDI QIDQ2318336
Zhibin Liang, Virginia R. Young
Publication date: 14 August 2019
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-018-01233-y
impulse controlinstantaneous controlclassical risk modeldual risk modeloptimal dividend strategyruin penalty
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