The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (Q2146337)
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scientific article; zbMATH DE number 7542689
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| English | The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model |
scientific article; zbMATH DE number 7542689 |
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The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (English)
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16 June 2022
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optimal dividend problem
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Cramér-Lundberg risk model
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policy iteration algorithm
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HJB equation
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multi-band strategy
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0.8165873885154724
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0.8107491731643677
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0.8063193559646606
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0.8048165440559387
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0.7995902299880981
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