Optimal dividends with debts and nonlinear insurance risk processes (Q2445995)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends with debts and nonlinear insurance risk processes |
scientific article |
Statements
Optimal dividends with debts and nonlinear insurance risk processes (English)
0 references
15 April 2014
0 references
optimal dividend
0 references
internal competition factors
0 references
nonlinear risk processes
0 references
transaction costs
0 references
regular-impulse control
0 references
HJB equation
0 references
closed-form solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
