Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model.

Pablo Azcue Nora Muler

Published in: SIAM J. Control. Optim. (2015)

Keyphrases

statistical model
probabilistic model
computational model
mathematical model
cost function
management system
theoretical framework
experimental data
formal model
data sets
prior knowledge
dynamic programming
state space
closed form