Optimal risk and dividend strategies with transaction costs and terminal value
Gongpin Cheng, Yongxia Zhao
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Cheng, Gongpin ; Zhao, Yongxia |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 54.2016, p. 522-536
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| Subject: | Dividend | Refinancing | Expensive reinsurance | Transaction cost | Terminal value | Variance premium principle | Transaktionskosten | Transaction costs | Dividende | Theorie | Theory | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642298