Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917)

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Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process
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    Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (English)
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    17 February 2023
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    dividend problem
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    capital injections
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    penalty at default
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    scale functions
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    Lambert-W function
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    De Vylder-type approximations
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    rational Laplace transform
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