Discrete time optimal dividend problem with constant premium and exponentially distributed claims (Q5169919)
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scientific article; zbMATH DE number 6317429
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| English | Discrete time optimal dividend problem with constant premium and exponentially distributed claims |
scientific article; zbMATH DE number 6317429 |
Statements
Discrete time optimal dividend problem with constant premium and exponentially distributed claims (English)
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16 July 2014
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optimal dividend problem
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Bellman equation
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barrier strategy
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0.8472947478294373
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0.8384243249893188
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0.8270921111106873
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0.8235660195350647
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