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Q4998259 - MaRDI portal

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scientific article; zbMATH DE number 7365912
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scientific article; zbMATH DE number 7365912

    Statements

    author
    Weiqiang Liu
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    Mengya Zhan
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    publication date
    1 July 2021
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    Mathematics Subject Classification ID
    62P05
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    91G05
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    91G30
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    zbMATH DE Number
    7365912
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    zbMATH Keywords
    compound Poisson model
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    dividend
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    capital injection
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    Hamilton-Jacobi-Bellman equation
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    random interest rates
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