Optimal ratcheting of dividend payout under Brownian motion surplus

被引：0
|
作者：
Guan, Chonghu [1 ]
Xu, Zuo Quan [2 ]
机构：
[1] School of Mathematics, Jiaying University, Guangdong, Meizhou,514015, China
[2] Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong
来源：
arXiv | 2023年
关键词：
Engineering Village;
D O I：
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学科分类号：
摘要：
Brownian - Brownian motion process - Brownian-motion process - Control constraint - Free boundary - Hamilton Jacobi Bellman equation - Ruin time - Self-path-dependent constraint - Variational inequalities - Variational inequity
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