A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (Q4442970)
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scientific article; zbMATH DE number 2024249
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| English | A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control |
scientific article; zbMATH DE number 2024249 |
Statements
A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (English)
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8 January 2004
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optimal stochastic control
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Hamilton-Jacobi-Bellman equation
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optimal return function
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liability
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optimal policies
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viscosity solution
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Skorohod problem
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0.93934375
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0.93711984
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0.93223345
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0.91214466
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0.9103343
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0.9065978
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0.9034822
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