Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
type: Item
instance of: scholarly article
title: Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
zbMATH Open document ID: 1136.91481
author: Friedrich Hubalek
author: Walter Schachermayer
published in: Insurance Mathematics \& Economics
publication date: 2007-03-02T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 5130414
zbMATH Keywords: optimal dividends
zbMATH Keywords: risk process
zbMATH Keywords: optimal control
zbMATH Keywords: nonlinear ODE
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.12.001
OpenAlex ID: W2140166603
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DOI: 10.1016/J.INSMATHECO.2003.12.001
description: scientific article; zbMATH DE number 5130414