Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times (Q5083399)
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scientific article; zbMATH DE number 7544485
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| English | Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times |
scientific article; zbMATH DE number 7544485 |
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Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times (English)
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20 June 2022
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renewal model
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optimal dividend strategy
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capital injections
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barrier strategy
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Hamilton-Jacobi-Bellman equation
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0.8797431588172913
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0.820091187953949
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0.8081933259963989
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0.8080246448516846
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0.804597795009613
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