Classical And Impulse Stochastic Control For The Optimization Of The Dividend And Risk Policies Of An Insurance Firm
Work
Year: 2006
Type: article
Abstract: This paper deals with the dividend optimization problem for a financial or an insurance entity which can control its business activities, simultaneously reducing the risk and potential profits. It als... more
Source: Mathematical Finance
Institutions University of Alberta, University of Missouri, INSEAD
Cites: 19
Cited by: 147
Related to: 10
FWCI: 18.15
Citation percentile (by year/subfield): 99.99
Subfield: Demography
Field: Social Sciences
Domain: Social Sciences
Open Access status: bronze