Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
scientific article

    Statements

    Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (English)
    0 references
    22 July 2015
    0 references
    0 references
    dual risk model
    0 references
    fixed transaction cost
    0 references
    optimal dividend strategy
    0 references
    optimal equity issuance strategy
    0 references
    mixed impulse-singular control
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references