Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer (Q5162737)
From MaRDI portal
scientific article; zbMATH DE number 7421131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer |
scientific article; zbMATH DE number 7421131 |
Statements
Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer (English)
0 references
5 November 2021
0 references
stochastic control
0 references
stochastic jump process
0 references
draw-down
0 references
maximum principle
0 references
dividends
0 references
