Optimal dividends and ALM under unhedgeable risk (Q2015618)

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Optimal dividends and ALM under unhedgeable risk
scientific article

    Statements

    title
    Optimal dividends and ALM under unhedgeable risk (English)
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    author
    Antoon Pelsser
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    Roger J. A. Laeven
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    publication date
    23 June 2014
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    zbMATH Keywords
    optimal dividends
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    ALM
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    unhedgeable risk
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    stochastic control theory
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    HJB equation
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    93E20
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    60H30
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    zbMATH DE Number
    6306896
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