Classical and singular stochastic control for the optimal dividend policy when there is regime switching
Year of publication: |
2011
|
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Authors: | Sotomayor, Luz R. ; Cadenillas, Abel |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 3, p. 344-354
|
Subject: | Dividende | Dividend | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
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