Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749): Difference between revisions

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Property / author: Jun-Yi Guo / rank
 
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Property / full work available at URL: https://doi.org/10.1080/03461230802591098 / rank
 
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Property / OpenAlex ID: W1979182537 / rank
 
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Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
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    Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (English)
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    22 February 2011
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    dividends
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    quasi-variational inequality
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    optimal strategy
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    stochastic impulse control
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    exponential claim distribution
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