Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
scientific article

    Statements

    Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (English)
    0 references
    0 references
    0 references
    22 February 2011
    0 references
    dividends
    0 references
    quasi-variational inequality
    0 references
    optimal strategy
    0 references
    stochastic impulse control
    0 references
    exponential claim distribution
    0 references

    Identifiers