Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387)
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scientific article; zbMATH DE number 7226810
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| English | Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments |
scientific article; zbMATH DE number 7226810 |
Statements
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (English)
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3 August 2020
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dividend and capital injection
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penalty payment at ruin
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quasi-variational HJB equation
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viscosity solution
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band strategy
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0.9017953872680664
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0.8538975715637207
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0.8447710275650024
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0.8382477164268494
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0.8353419899940491
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