On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income.

A. S. Dibu M. J. Jacob

Published in: Ann. Oper. Res. (2022)

Keyphrases

formal model
management system
theoretical analysis
prediction model
hybrid model
objective function
cost function
probabilistic model
em algorithm
parameter estimation
mathematical model
statistical model
experimental data
stochastic model
poisson process