A consistent estimation of optimal dividend strategy in a risk model with delayed claims

DOI10.1080/03610918.2020.1818096OpenAlexW3083785726MaRDI QIDQ5055173

Shuren Liu, Yang Yang, Ji Yang Tan, Kai-Nan Xiang

Publication date: 13 December 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1818096

zbMATH Keywords

optimal strategyincomplete informationstochastic operatorconsistent estimationdelayed claim risk model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20)

Cites Work

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