Interplay between dividend rate and business constraints for a financial corporation (Q1769413)
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scientific article
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| English | Interplay between dividend rate and business constraints for a financial corporation |
scientific article |
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Interplay between dividend rate and business constraints for a financial corporation (English)
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21 March 2005
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Diffusion model
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dividend distribution
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business constraints
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risk control
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optimal stochastic control
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HJB equation
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0.81827563
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0.80756694
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0.80575335
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0.7948791
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0.7943815
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0.7914121
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0.7887028
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