Optimal payout policy in presence of downside risk
type: Item
instance of: scholarly article
title: Optimal payout policy in presence of downside risk
zbMATH Open document ID: 1189.90104
author: Luis H. R. Alvarez
author: Teppo A. Rakkolainen
published in: Mathematical Methods of Operations Research
publication date: 2009-04-27T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5547521
zbMATH Keywords: dividend optimization
zbMATH Keywords: downside risk
zbMATH Keywords: impulse control
zbMATH Keywords: jump diffusion
zbMATH Keywords: optimal stopping
zbMATH Keywords: singular stochastic control
MaRDI profile type: Publication
full work available at URL: s00186-008-0228-7
OpenAlex ID: W2006706034
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DOI: 10.1007/S00186-008-0228-7
description: scientific article; zbMATH DE number 5547521