A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544)
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scientific article; zbMATH DE number 6601312
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| English | A Markov decision problem in a risk model with interest rate and Markovian environment |
scientific article; zbMATH DE number 6601312 |
Statements
A Markov decision problem in a risk model with interest rate and Markovian environment (English)
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6 July 2016
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risk model
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Markov decision problem
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Markovian environment
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optimal control strategy
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periodic dividend
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interest rate
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ruin penalty
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0.91633075
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0.9035026
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0.8911338
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0.8909601
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0.8761727
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0.87519044
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0.87518287
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