Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes |
scientific article |
Statements
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (English)
0 references
22 February 2011
0 references
dividends
0 references
quasi-variational inequality
0 references
optimal strategy
0 references
stochastic impulse control
0 references
exponential claim distribution
0 references