Optimal Singular Dividend Problem Under the Sparre Andersen Model

Linlin Tian, Lihua Bai, Junyi Guo. Optimal Singular Dividend Problem Under the Sparre Andersen Model. J. Optimization Theory and Applications, 184(2):603-626, 2020. [doi]

Authors

Linlin Tian

This author has not been identified. Look up 'Linlin Tian' in Google

Lihua Bai

This author has not been identified. Look up 'Lihua Bai' in Google

Junyi Guo

This author has not been identified. Look up 'Junyi Guo' in Google