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Optimal dividend control for a generalized risk model with investment incomes and debit interest

โœ Scribed by Zhu, Jinxia


Book ID
115462514
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
254 KB
Volume
2013
Category
Article
ISSN
0346-1238

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Optimal risk and dividend control for a
โœ Michael I. Taksar; Xun Yu Zhou ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 897 KB

We consider a model of a corporation, which can choose a production/business policy among an available set of control policies with different expected profits and associated risks. In addition, there is a choice of the amount of dividends to be paid out to the shareholders. Notwithstanding any polic