Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139)
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scientific article; zbMATH DE number 6103010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of risk policy and dividends with fixed transaction costs under interest rate |
scientific article; zbMATH DE number 6103010 |
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Optimization of risk policy and dividends with fixed transaction costs under interest rate (English)
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7 November 2012
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mixed classical-impulse control
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impulse control
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dividends
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quasi-variational inequality
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transaction costs
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