Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869)
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scientific article; zbMATH DE number 6142984
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| English | Dividend-reinsurance strategy in the Sparre Andersen model |
scientific article; zbMATH DE number 6142984 |
Statements
Dividend-reinsurance strategy in the Sparre Andersen model (English)
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8 March 2013
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Sparre Andersen model
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reinsurance
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expected discounted penalty function
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iteration
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constant dividend barrier
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0.8619480729103088
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0.8560870885848999
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0.8468220829963684
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0.8454458713531494
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0.8392852544784546
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