A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
Year of publication: |
2019
|
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Authors: | Grandits, Peter |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2019.2019, 1, p. 80-96
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Subject: | Dividend optimization | free boundary | optimal control problem | optimal stopping problem | Suchtheorie | Search theory | Dividende | Dividend | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming |
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