Optimal dividend-payout in random discrete time (Q3104433)
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scientific article; zbMATH DE number 5990119
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal dividend-payout in random discrete time |
scientific article; zbMATH DE number 5990119 |
Statements
Optimal dividend-payout in random discrete time (English)
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19 December 2011
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stochastic control
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Lévy model
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discrete dividend strategy
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insurance risk
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Cramér--Lundberg model
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Markov decision process
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0.8286953568458557
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0.8184993267059326
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0.8170990347862244
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0.8154926300048828
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0.8150427341461182
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