Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698)
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scientific article; zbMATH DE number 6477555
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| English | Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates |
scientific article; zbMATH DE number 6477555 |
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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (English)
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2 September 2015
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delayed claim
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optimal dividend strategy
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penalty for ruin
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time of ruin
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transformation
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0.8659483790397644
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0.8533543944358826
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0.8483006358146667
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0.8464322090148926
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