Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (Q6096076)
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scientific article; zbMATH DE number 7736033
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| English | Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms |
scientific article; zbMATH DE number 7736033 |
Statements
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (English)
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11 September 2023
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optimal dividend strategies
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stochastic control
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genetic algorithms
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Cramér-Lundberg risk model
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0.8218467831611633
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0.7734973430633545
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0.768753170967102
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0.7635566592216492
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0.761218786239624
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