Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436)
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scientific article
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| English | Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation |
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Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (English)
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31 July 2013
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singular control
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dividend policy
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Markov chain approximation
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numerical method
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reinsurance
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regime switching
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0.8564998507499695
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0.8430930376052856
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0.8399384021759033
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0.8302456736564636
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0.8240782022476196
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