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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs |
scientific article; zbMATH DE number 7846705 |
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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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