Optimal risk exposure and dividend payout policies under model uncertainty
Yang Feng, Jinxia Zhu, Tak Kuen Siu
| 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
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| Subject: | Dividend payments | HJBI equation | Model uncertainty | Risk exposure | Dividende | Dividend | Risiko | Risk | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.03.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622379