Optimal dividends with debts and nonlinear insurance risk processes (Q2445995)
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scientific article; zbMATH DE number 6285071
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| English | Optimal dividends with debts and nonlinear insurance risk processes |
scientific article; zbMATH DE number 6285071 |
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Optimal dividends with debts and nonlinear insurance risk processes (English)
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15 April 2014
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optimal dividend
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internal competition factors
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nonlinear risk processes
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transaction costs
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regular-impulse control
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HJB equation
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closed-form solution
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0.8273626565933228
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0.8190844058990479
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0.809437096118927
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0.8018326163291931
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0.8002660870552063
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