Additional Metadata
Keywords Dividend payouts, Jump-diffusion processes, Quasi-variational inequalities, Stochastic impulse control
Persistent URL dx.doi.org/10.1080/15326340902870133
Journal Stochastic Models
Citation
Zou, J. (Jiezhong), Zhang, Z. (Zhenzhong), & Zhang, J. (2009). Optimal dividend payouts under jump-diffusion risk processes. Stochastic Models, 25(2), 332–347. doi:10.1080/15326340902870133