A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin |
scientific article; zbMATH DE number 5927385
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin |
scientific article; zbMATH DE number 5927385 |
Statements
A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (English)
0 references
19 July 2011
0 references
diffusion model
0 references
risk control
0 references
dividend payment
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal policy
0 references
0 references
0 references
0.8605796098709106
0 references
0.8545354604721069
0 references
0.8535241484642029
0 references
0.8483672142028809
0 references
