Open AccessOptimal dividend policy in an insurance company with contagious arrivals of claims
Author(s) -
YiLing Chen,
Baojun Bian
Publication year - 2021
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2020024
Subject(s) - bellman equation , dividend , viscosity solution , value (mathematics) , hamilton–jacobi–bellman equation , mathematical economics , function (biology) , jump , boundary (topology) , mathematics , economics , mathematical optimization , mathematical analysis , finance , statistics , physics , quantum mechanics , evolutionary biology , biology