Optimal dividend payout model with risk sensitive preferences
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Publication:1681192
DOI10.1016/j.insmatheco.2017.01.006zbMath1422.91327arXiv1605.09614OpenAlexW2963011725MaRDI QIDQ1681192
Nicole Bäuerle, Anna Jaśkiewicz
Publication date: 23 November 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.09614
Bellman equationband policydividend payout problempolicy improvement algorithmrisk sensitive preferences
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