Dividend pay-out problems with the logarithmic utility (Q5063634)
From MaRDI portal
scientific article; zbMATH DE number 7494358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend pay-out problems with the logarithmic utility |
scientific article; zbMATH DE number 7494358 |
Statements
Dividend pay-out problems with the logarithmic utility (English)
0 references
21 March 2022
0 references
discrete-time Markov decision processes
0 references
optimal dividend policy
0 references
risk theory
0 references
logarithmic utility function
0 references
