Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (Q2115138)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times
scientific article

    Statements

    Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (English)
    0 references
    0 references
    0 references
    15 March 2022
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    phase-type distribution
    0 references
    optimal dividend
    0 references

    Identifiers