Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (Q2115138)
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scientific article
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| English | Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times |
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Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (English)
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15 March 2022
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Hamilton-Jacobi-Bellman equation
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phase-type distribution
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optimal dividend
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0.8748548626899719
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0.8189004063606262
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0.8093942999839783
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0.8083072304725647
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0.8076168298721313
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