Finite Horizon Optimal Dividend and Reinsurance Problem Driven by a Jump-Diffusion Process with Controlled Jumps
Article in Applied Mathematics & Optimization (April 2023)
The most recent citing publications are shown below. View all 3 publications that cite this research output on Dimensions.
Article in Applied Mathematics & Optimization (April 2023)
Article in SIAM Journal on Control and Optimization (January 2019)
Preprint in arXiv (May 2016)