CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM

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Publication:5472784

DOI10.1111/j.1467-9965.2006.00267.xzbMath1136.91473OpenAlexW2125854305MaRDI QIDQ5472784

Tahir Choulli, Lei Zhang, Abel Cadenillas, Michael I. Taksar

Publication date: 12 June 2006

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00267.x




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