Optimal dividend and capital injection strategies in the compound Poisson model with random interest rates (Q4998259)
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scientific article; zbMATH DE number 7365912
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| English | Optimal dividend and capital injection strategies in the compound Poisson model with random interest rates |
scientific article; zbMATH DE number 7365912 |
Statements
1 July 2021
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compound Poisson model
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dividend
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capital injection
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Hamilton-Jacobi-Bellman equation
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random interest rates
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0.8593135476112366
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0.8556925654411316
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0.8437998294830322
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0.8426190614700317
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