Optimal combined dividend and reinsurance policies under interest rate in Lévy markets.

Sivuyile W. Mgobhozi Eriyoti Chikodza

Published in: Int. J. Math. Oper. Res. (2017)

Keyphrases

dynamic programming
worst case
data sets
control policy
neural network
objective function
lower bound
electronic commerce
expected cost
asymptotically optimal
optimal pricing