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    Statements

    author
    Zongqi Sun
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    Xuanhui Liu
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    Yongqiang Ji
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    Siyuan Chen
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    publication date
    6 October 2016
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    zbMATH Keywords
    threshold dividend strategy
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    dynamic VaR constraint
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    diffusion processes
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    HJB equation
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    stochastic Lagrange function
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    investment approach
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    91G70
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    zbMATH DE Number
    6634475
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