Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410): Difference between revisions
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scientific article; zbMATH DE number 6135653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility |
scientific article; zbMATH DE number 6135653 |
Statements
Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (English)
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11 February 2013
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classical risk model
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dividends
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stochastic control
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transaction costs
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