Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410)

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scientific article; zbMATH DE number 6135653
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Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
scientific article; zbMATH DE number 6135653

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    Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (English)
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    11 February 2013
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    classical risk model
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    dividends
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    stochastic control
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    transaction costs
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