Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074): Difference between revisions
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scientific article; zbMATH DE number 7806769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the suboptimality of dividend controls in a Brownian risk model |
scientific article; zbMATH DE number 7806769 |
Statements
Measuring the suboptimality of dividend controls in a Brownian risk model (English)
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20 February 2024
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suboptimal control
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Hamilton-Jacobi-Bellman equation
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dividend payouts
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exponential utility function
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