Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q454865 |
||
Property / author | |||
Property / author: Hansjoerg Albrecher / rank | |||
Revision as of 13:13, 15 February 2024
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)
0 references
11 February 2013
0 references
classical risk model
0 references
dividends
0 references
stochastic control
0 references
transaction costs
0 references