On optimal periodic dividend strategies in the dual model with diffusion
Benjamin Avanzi; Vincent Tu; Bernard Wong
| Year of publication: |
2014
|
|---|---|
| Authors: | Avanzi, Benjamin ; Tu, Vincent ; Wong, Bernard |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 210-224
|
| Subject: | Optimal dividends | Dual model | Stochastic control | Periodic barrier | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010366173