Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates
Year of publication: |
2020
|
---|---|
Authors: | Liu, Yuying ; Liu, Zhaoyang ; Liu, Guoxin |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 2, p. 128-151
|
Subject: | bounded dividend rates | Markov strategy | measure-valued generator | optimal dividend | Sparre Andersen risk model | Risiko | Risk | Dividende | Dividend | Prognoseverfahren | Forecasting model | USA | United States | Theorie | Theory |
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