A perturbation approach to optimal investment, liability ratio, and dividend strategies
Zhuo Jin, Zuo Quan Xu and Bin Zou
| Year of publication: |
2022
|
|---|---|
| Authors: | Jin, Zhuo ; Xu, Zuo Quan ; Zou, Bin |
| Subject: | Jump diffusion | optimal dividend | reinsurance | stochastic control | Dividende | Dividend | Rückversicherung | Reinsurance | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1938199 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012872656