Optimal dividends with an affine penalty (Q2318336)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7094272
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal dividends with an affine penalty |
scientific article; zbMATH DE number 7094272 |
Statements
Optimal dividends with an affine penalty (English)
0 references
14 August 2019
0 references
optimal dividend strategy
0 references
ruin penalty
0 references
classical risk model
0 references
dual risk model
0 references
instantaneous control
0 references
impulse control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.860292375087738
0 references
0.8501143455505371
0 references
0.843889057636261
0 references
0.8381439447402954
0 references
0.8377977013587952
0 references
