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Optimal payout strategies when Bruno de Finetti meets model uncertainty - MaRDI portal

Optimal payout strategies when Bruno de Finetti meets model uncertainty

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Publication:6543153

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DOI10.1016/j.insmatheco.2024.02.002zbMath1537.91245MaRDI QIDQ6543153

Jinxia Zhu, Yang Feng, Tak Kuen Siu

Publication date: 24 May 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

viscosity solution compound Poisson HJB equation model uncertainty dividend payments

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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