Optimality of the threshold dividend strategy for the compound Poisson model
Year of publication: |
2011
|
---|---|
Authors: | Yin, Chuancun ; Yuen, Kam Chuen |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1841-1846
|
Publisher: |
Elsevier |
Subject: | Compound Poisson model | Optimal dividend problem | Complete monotonicity | Threshold strategy |
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