De Finetti's optimal dividends problem with an affine penalty function at ruin
Year of publication: |
2010
|
---|---|
Authors: | Loeffen, Ronnie L. ; Renaud, Jean-François |
Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 1, p. 98-108
|
Subject: | Dividende | Dividend | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Strafe | Punishment |
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