Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
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Publication:4906410
DOI10.1080/15326349.2011.542734zbMath1262.91096MaRDI QIDQ4906410
Hansjoerg Albrecher, Stefan Thonhauser
Publication date: 11 February 2013
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://serval.unil.ch/notice/serval:BIB_C06D11F424D9
60K10: Applications of renewal theory (reliability, demand theory, etc.)
49N25: Impulsive optimal control problems
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