A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon (Q5000635)
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scientific article; zbMATH DE number 7371732
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| English | A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon |
scientific article; zbMATH DE number 7371732 |
Statements
A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon (English)
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15 July 2021
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Barenblatt equation
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gradient constraint
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free boundary
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stochastic control
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0.8028631806373596
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0.7804825305938721
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0.7793456315994263
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0.7775303721427917
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0.7768546342849731
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