On optimal dividends with exponential and linear penalty payments
type: Item
instance of: scholarly article
title: On optimal dividends with exponential and linear penalty payments
zbMATH Open document ID: 1394.91235
author: Matthias Vierkötter
author: Hanspeter Schmidli
published in: Insurance Mathematics \& Economics
publication date: 2017-01-31T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6679051
zbMATH Keywords: optimal dividends
zbMATH Keywords: penalty payments
zbMATH Keywords: barrier strategy
zbMATH Keywords: diffusion process
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2016.12.001
OpenAlex ID: W2562425825
Wikidata QID: Q115571848
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DOI: 10.1016/J.INSMATHECO.2016.12.001
description: scientific article; zbMATH DE number 6679051