Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6103010
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimization of risk policy and dividends with fixed transaction costs under interest rate |
scientific article; zbMATH DE number 6103010 |
Statements
Optimization of risk policy and dividends with fixed transaction costs under interest rate (English)
0 references
7 November 2012
0 references
mixed classical-impulse control
0 references
impulse control
0 references
dividends
0 references
quasi-variational inequality
0 references
transaction costs
0 references
0 references
0 references
0 references
0.9174953103065492
0 references
0.8709498047828674
0 references
0.8520447015762329
0 references
