Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
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Publication:822631
DOI10.1007/S10998-020-00338-XzbMath1488.60208OpenAlexW3014494855MaRDI QIDQ822631
Publication date: 22 September 2021
Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10998-020-00338-x
Hamilton-Jacobi-Bellman equationweak infinitesimal generatorabsolute ruindebit interestBarrier strategy
Cites Work
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