Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process |
scientific article |
Statements
Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (English)
0 references
17 February 2023
0 references
dividend problem
0 references
capital injections
0 references
penalty at default
0 references
scale functions
0 references
Lambert-W function
0 references
De Vylder-type approximations
0 references
rational Laplace transform
0 references
0 references
0 references
0 references
0 references