Optimal control for dividend payments and capital injections in the discrete Sparre Andersen risk model (Q4690803)
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scientific article; zbMATH DE number 6962193
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| English | Optimal control for dividend payments and capital injections in the discrete Sparre Andersen risk model |
scientific article; zbMATH DE number 6962193 |
Statements
22 October 2018
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Sparre Andersen model
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optimal control strategy
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capital injection
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dividend
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penalty
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0.8861856460571289
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0.8812611699104309
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0.8514174818992615
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0.8474516272544861
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0.8381830453872681
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