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	A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time
	Avram F.; Goreac D.
刊名	Scandinavian Actuarial Journal
	2019
关键词	de finetti dividends dividends barrier optimization draw-down process First passage optimal harvesting scale functions spectrally negative process variational problem
DOI	10.1080/03461238.2019.1622592
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4531607
专题	山东大学
作者单位	1.Laboratoire de Mathématiques Appliquées, , CNRS, Université de Pau, Pau, France 2.School of Mathematics, Shandong Univ
推荐引用方式 GB/T 7714	Avram F.,Goreac D.. A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time[J]. Scandinavian Actuarial Journal,2019.
APA	Avram F.,&Goreac D..(2019).A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time.Scandinavian Actuarial Journal.
MLA	Avram F.,et al."A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time".Scandinavian Actuarial Journal (2019).

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