Optimal dividend payout problem under both diffusion risk and Poisson risk in finite horizon
Author:
Affiliation:
1. School of Mathematical Sciences, South China Normal University, China
2. Department of Mathematics, Foshan University, China
Publisher
American Institute of Mathematical Sciences (AIMS)
Reference36 articles.
1. Optimality results for dividend problems in insurance
2. The dividend problem with a finite horizon
3. Strategies for Dividend Distribution: A Review
4. On the optimal dividend problem for a spectrally negative Lévy process
5. On the Dirichlet problem for second-order elliptic integro-differential equations
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