Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process |
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Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (English)
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17 February 2023
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dividend problem
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capital injections
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penalty at default
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scale functions
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Lambert-W function
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De Vylder-type approximations
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rational Laplace transform
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