Optimal dividend payouts for diffusions with solvency constraints

DOI10.1007/s007800200098zbMath1038.60081OpenAlexW1999140706MaRDI QIDQ1424720

Jostein Paulsen

Publication date: 16 March 2004

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800200098

zbMATH Keywords

ruin probabilitysingular controldiffusion modelssolvency constraintsdividend payouts

Mathematics Subject Classification ID

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