Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371)
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scientific article; zbMATH DE number 7702652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends for regulated insurers with a nonlinear penalty |
scientific article; zbMATH DE number 7702652 |
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Optimal dividends for regulated insurers with a nonlinear penalty (English)
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27 June 2023
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optimal dividends
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solvency regulation
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dynamic programming
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Markov chain approximation
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Gompertz-Makeham distribution
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