Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139): Difference between revisions
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Revision as of 05:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of risk policy and dividends with fixed transaction costs under interest rate |
scientific article |
Statements
Optimization of risk policy and dividends with fixed transaction costs under interest rate (English)
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7 November 2012
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mixed classical-impulse control
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impulse control
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dividends
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quasi-variational inequality
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transaction costs
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