Stochastic control methods for the joint optimization of the risk and dividend policies of a firm

zbMATH Open1299.91165MaRDI QIDQ2928744

Abel Cadenillas

Publication date: 10 November 2014

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

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Optimal control strategy for dividend-payments in a risk model with stochastic premiums

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