Optimal Dividends Under Model Uncertainty
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Publication:6159080
DOI10.1137/21m1447453zbMath1517.91188arXiv2109.09137OpenAlexW3199638879MaRDI QIDQ6159080
Asaf Cohen, Prakash Chakraborty, Virginia R. Young
Publication date: 1 June 2023
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.09137
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Actuarial mathematics (91G05)
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