Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE

DOI10.1016/j.insmatheco.2003.12.001zbMath1136.91481OpenAlexW2140166603MaRDI QIDQ868314

Friedrich Hubalek, Walter Schachermayer

Publication date: 2 March 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.12.001

zbMATH Keywords

optimal controlrisk processnonlinear ODEoptimal dividends

Mathematics Subject Classification ID

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