Optimality of the threshold dividend strategy for the compound Poisson model

DOI10.1016/j.spl.2011.07.022zbMath1225.91030OpenAlexW2080599320MaRDI QIDQ645431

Chuan-Cun Yin, Kam-Chuen Yuen

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.07.022

zbMATH Keywords

compound Poisson modeloptimal dividend problemcomplete monotonicitythreshold strategy

Mathematics Subject Classification ID

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