Optimal dividend problem with the influence of dividend payouts on insurance business (Q3105607)
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scientific article; zbMATH DE number 5995361
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| English | Optimal dividend problem with the influence of dividend payouts on insurance business |
scientific article; zbMATH DE number 5995361 |
Statements
5 January 2012
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dividend payouts
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HJB equation
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ruin probability
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0.8388237357139587
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0.8340844511985779
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0.8333355188369751
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0.8220427632331848
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0.8149208426475525
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