Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687)
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scientific article; zbMATH DE number 6584899
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| English | Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin |
scientific article; zbMATH DE number 6584899 |
Statements
Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (English)
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25 May 2016
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dividend
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dual model
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equity issuance
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HJB equation
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transaction costs
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0.8617839217185974
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0.8608242869377136
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0.852389395236969
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0.8401658535003662
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0.8360075950622559
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