Dividend Maximization in the Cramer-Lundberg Model using Homotopy Analysis Method (Q3089059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend Maximization in the Cramer-Lundberg Model using Homotopy Analysis Method |
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Dividend Maximization in the Cramer-Lundberg Model using Homotopy Analysis Method (English)
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23 August 2011
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Cramér-Lundberg model
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Hamilton-Jacobi-Bellman equation
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dividends
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barrier strategy
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homotopy analysis method (HAM)
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expected present value (EPP)
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