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Stable dividends under linear-quadratic optimisation - MaRDI portal

Stable dividends under linear-quadratic optimisation (Q6053106)

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scientific article; zbMATH DE number 7742082
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English
Stable dividends under linear-quadratic optimisation
scientific article; zbMATH DE number 7742082

    Statements

    title
    Stable dividends under linear-quadratic optimisation (English)
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    author
    Benjamin Avanzi
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    Debbie Kusch Falden
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    Mogens Steffensen
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    publication date
    25 September 2023
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    zbMATH Keywords
    risk theory
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    stability
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    linearity
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    stochastic control
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    dividends
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    cites work
    Q3560912
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    Q5609896
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    Identifiers

    arXiv ID
    2210.03494
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    Mathematics Subject Classification ID
    91G50
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    91B05
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    49N10
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    93E20
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    60G51
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    zbMATH DE Number
    7742082
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    OpenAlex ID
    W4381729906
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