"The policy iteration algorithm for a compound Poisson process applied to ..."

Guoxin Liu, Xiaoying Liu, Zhaoyang Liu (2022)

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DOI: 10.1016/J.CAM.2022.114368

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type: Journal Article

metadata version: 2023-08-28

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Guoxin Liu, Xiaoying Liu, Zhaoyang Liu:
The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model. J. Comput. Appl. Math. 413: 114368 (2022)

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