Optimal investment and dividend strategy under renewal risk model (Q5020735)
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scientific article; zbMATH DE number 7453422
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| English | Optimal investment and dividend strategy under renewal risk model |
scientific article; zbMATH DE number 7453422 |
Statements
Optimal Investment and Dividend Strategy under Renewal Risk Model (English)
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7 January 2022
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optimal dividend control
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Sparre Andersen model
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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Krylov estimate
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0.8852826952934265
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0.8198886513710022
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0.8177897930145264
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0.8132404685020447
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