Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063)
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scientific article; zbMATH DE number 7697092
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| English | Optimal singular dividend control with capital injection and affine penalty payment at ruin |
scientific article; zbMATH DE number 7697092 |
Statements
Optimal singular dividend control with capital injection and affine penalty payment at ruin (English)
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16 June 2023
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capital injection
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Cramér-Lundberg model
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HJBQVI
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singular dividend
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viscosity solution
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0.9017953872680664
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0.8392138481140137
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0.828842043876648
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0.8235890865325928
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0.8155961036682129
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