Optimal risk and dividend control for a company with a debt liability

Insurance: Mathematics and Economics

Volumn 22, Issue 1, 1998, Pages 105-122

  Taksar, Michael I ^a   Zhou, Xun Yu ^b  

^a STONY BROOK UNIVERSITY   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Dividend; HJB equation; Principle of smooth fit; Reinsurance; Stochastic differential equations; Stochastic regular singular control

Indexed keywords

EID: 0032523468     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00012-2     Document Type: Article

References (13)

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