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Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs - MaRDI portal

Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs (Q6536944)

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scientific article; zbMATH DE number 7846705
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English
Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs
scientific article; zbMATH DE number 7846705

    Statements

    Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs (English)
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    14 May 2024
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    optimal dividend strategy
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    DPE
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    surplus-dependent
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    penalty
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    fixed and proportional transaction costs
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