Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
scientific article

    Statements

    Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (English)
    0 references
    0 references
    0 references
    2 March 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    optimal dividends
    0 references
    risk process
    0 references
    optimal control
    0 references
    nonlinear ODE
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references