hal-01961105

title_s

A PONTRYAGHIN MAXIMUM PRINCIPLE APPROACH FOR THE OPTIMIZATION OF DIVIDENDS/CONSUMPTION OF SPECTRALLY NEGATIVE MARKOV PROCESSES, UNTIL A GENERALIZED DRAW-DOWN TIME

auteur

Florin Avram, Dan Goreac

journal

Scandinavian Actuarial Journal

volume

9

fichier_hal

https://hal.science/hal-01961105/document

fichier_autre

http://arxiv.org/pdf/1812.08438

origine_autre

arxiv

annee

2019