On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118)
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scientific article; zbMATH DE number 6572505
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| English | On the optimal dividend problem for insurance risk models with surplus-dependent premiums |
scientific article; zbMATH DE number 6572505 |
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On the optimal dividend problem for insurance risk models with surplus-dependent premiums (English)
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22 April 2016
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optimal dividend problem
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insurance risk models
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stochastic control
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barrier strategy
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integro-differential Hamilton-Jacobi-Bellman equation
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Gerber-Shiu function
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0.9227489233016968
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0.9039371609687804
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0.8738260865211487
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0.872570812702179
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