Dividend optimisation : a behaviouristic approach
Leonie Violetta Brinker, Julia Eisenberg
| Year of publication: |
2021
|
|---|---|
| Authors: | Brinker, Leonie Violetta ; Eisenberg, Julia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 202-224
|
| Subject: | Brownian risk model | Dividends | Markov switching | Optimal control | Parisian ruin | Dividende | Dividend | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793924