| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077084 | Insurance: Mathematics and Economics | 2012 | 10 Pages |
Abstract
⺠The article considered the optimization problem in the Lévy risk model with tax. ⺠The article uses stochastic control theory via the Hamilton-Jacobi-Bellman equation. ⺠The core idea of Theorem 3.1 is cutting off the non-profitable times. ⺠The optimization problem when Î³Ï may vary in [α,1] is still open.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wenyuan Wang, Yijun Hu,