位置：成果数据库 > 期刊 > 期刊详情页
On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proporti
  • ISSN号：0304-4149
  • 期刊名称：Stochastic Processes and Their Applications
  • 时间：2012.12.12
  • 页码：4005-4027
  • 相关项目：保险风险理论中的带有限制的最优以及博弈问题
作者： Bai, Lihua|Paulsen, Jostein|
同期刊论文项目
保险风险理论中的带有限制的最优以及博弈问题
期刊论文 5
同项目期刊论文
OPTIMAL INVESTMENT WITH A VALUE-AT-RISK CONSTRAINT
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction cos
Optimal investment, consumption and timing of annuity purchase under a preference change
Stochastic Differential Equation Driven by Fractional Brownian Motion and Poisson Process