Optimal dividend strategies for a compound Poisson process under transaction costs and power utility (Q4906410)
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scientific article; zbMATH DE number 6135653
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| English | Optimal dividend strategies for a compound Poisson process under transaction costs and power utility |
scientific article; zbMATH DE number 6135653 |
Statements
Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (English)
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11 February 2013
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classical risk model
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dividends
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stochastic control
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transaction costs
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0.858107328414917
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0.8563646674156189
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0.8527554869651794
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0.8491275310516357
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