Optimal dividends and ALM under unhedgeable risk
Year of publication: |
2013
|
---|---|
Authors: | Pelsser, Antoon A.J. ; Laeven, Roger J.A. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 53.2013, 3, p. 515-523
|
Publisher: |
Elsevier |
Subject: | Optimal dividends | ALM | Unhedgeable risk | Stochastic control theory | HJB equation |
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