Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
type: Item
instance of: scholarly article
title: Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
zbMATH Open document ID: 1488.60208
author: Wei Wang
author: Jing-Min He
published in: Periodica Mathematica Hungarica
publication date: 2021-09-22T00:00:00Z
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7399077
zbMATH Keywords: absolute ruin
zbMATH Keywords: Barrier strategy
zbMATH Keywords: debit interest
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: weak infinitesimal generator
MaRDI profile type: Publication
full work available at URL: s10998-020-00338-x
OpenAlex ID: W3014494855
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DOI: 10.1007/S10998-020-00338-X
description: scientific article; zbMATH DE number 7399077