Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and fixed costs (Q5017779)
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scientific article; zbMATH DE number 7449098
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| English | Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and fixed costs |
scientific article; zbMATH DE number 7449098 |
Statements
Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and xed costs (English)
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17 December 2021
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optimal dividend strategy
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capital injection strategy
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quasi-variational inequalities
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impulse stochastic control
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0.8992865085601807
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0.8923648595809937
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0.8698307275772095
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0.8694711923599243
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