Optimal capital injections and dividends with tax in a risk model in discrete time (Q2209796)
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scientific article; zbMATH DE number 7270253
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| English | Optimal capital injections and dividends with tax in a risk model in discrete time |
scientific article; zbMATH DE number 7270253 |
Statements
Optimal capital injections and dividends with tax in a risk model in discrete time (English)
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4 November 2020
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discrete risk model
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optimal dividend problem
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capital injections
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tax
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Bellman equation
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two barrier strategy
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de Finetti model
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0.903800904750824
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0.8981727957725525
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0.8788154721260071
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0.8648595809936523
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0.8474709391593933
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