Restricted dividends in the two-dimension dual model under diffusion and capital injection (Q4996249)
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scientific article; zbMATH DE number 7366466
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| English | Restricted dividends in the two-dimension dual model under diffusion and capital injection |
scientific article; zbMATH DE number 7366466 |
Statements
1 July 2021
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dual model
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threshold strategy
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HJB equation
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restricted dividend
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0.8828148245811462
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0.8573694229125977
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0.8482563495635986
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0.8447295427322388
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