A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462)
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scientific article; zbMATH DE number 6463538
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| English | A periodic dividend problem with inconstant barrier in Markovian environment |
scientific article; zbMATH DE number 6463538 |
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A periodic dividend problem with inconstant barrier in Markovian environment (English)
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23 July 2015
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periodic dividend problem
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Markovian environment
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inconstant barrier
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ruin time
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discounted dividends
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contraction mapping principle
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0.8039696216583252
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0.7962805032730103
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0.7938480377197266
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0.784309983253479
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0.7817304730415344
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