Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm

Abel Cadenillas and Tahir Choulli; Michael Taskar; Lei Zhang

Year of publication:	2006
Authors:	Cadenillas, Abel ; Choulli, Tahir ; Taskar, Michael ; Zhang, Lei
Published in:	Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 1, p. 181-202
Subject:	Versicherung \| Insurance \| Risikomanagement \| Risk management \| Dividende \| Dividend \| Kontrolltheorie \| Control theory \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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