Runhuan Feng, Shuaiqi Zhang, Chao Zhu. Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 7309-7314, IEEE, 2012. [doi]
Abstract is missing.