The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time.
Xiao LiuZhenlong ChenRuixing MingPublished in: J. Syst. Sci. Complex. (2015)
Keyphrases
- conceptual model
- experimental data
- statistical model
- computational model
- high level
- risk assessment
- sensitivity analysis
- closed form
- mathematical model
- theoretical framework
- management system
- probabilistic model
- multi agent
- objective function
- cost function
- lower bound
- neural network model
- genetic algorithm
- risk factors
- stationary distribution
- portfolio optimization