Optimal risk and dividend control for a company with a debt liability (Q1265921)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal risk and dividend control for a company with a debt liability |
scientific article |
Statements
Optimal risk and dividend control for a company with a debt liability (English)
0 references
1998
0 references
reinsurance
0 references
stochastic regular-singular control
0 references
stochastic differential equations
0 references
optimal dividend policy
0 references