Optimal risk exposure and dividend payout policies under model uncertainty
Year of publication: |
2021
|
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Authors: | Feng, Yang ; Zhu, Jinxia ; Siu, Tak Kuen |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 1-29
|
Subject: | Dividend payments | HJBI equation | Model uncertainty | Risk exposure | Dividende | Dividend | Risiko | Risk | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling |
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