Optimal dividends and ALM under unhedgeable risk (Q2015618)
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scientific article; zbMATH DE number 6306896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends and ALM under unhedgeable risk |
scientific article; zbMATH DE number 6306896 |
Statements
Optimal dividends and ALM under unhedgeable risk (English)
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23 June 2014
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optimal dividends
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ALM
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unhedgeable risk
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stochastic control theory
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HJB equation
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0.9005772
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0.8969977
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0.8891279
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0.8881674
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0.8854524
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0.88418156
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0.8787023
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0.87784636
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0.87675786
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