Optimal Singular Dividend Problem Under the Sparre Andersen Model.

Linlin Tian Lihua Bai Junyi Guo

Published in: J. Optim. Theory Appl. (2020)

Keyphrases

computational model
theoretical framework
closed form
probabilistic model
management system
parameter values
real time
similarity measure
prior knowledge
formal model
autoregressive
data sets
neural network
objective function
bayesian framework