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scientific article; zbMATH DE number 7266444 - MaRDI portal

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Publication:5129436

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DOI10.3969/J.ISSN.1001-4268.2020.01.006zbMath1463.91121MaRDI QIDQ5129436

Chuanxiu Ye, Yongxia Zhao

Publication date: 27 October 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

HJB equation fluctuation theory optimal dividend Markov regime switching Lévy risk model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Actuarial mathematics (91G05)

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