Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates
Yuying Liu, Zhaoyang Liu and Guoxin Liu
| Year of publication: |
2020
|
|---|---|
| Authors: | Liu, Yuying ; Liu, Zhaoyang ; Liu, Guoxin |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 2, p. 128-151
|
| Subject: | bounded dividend rates | Markov strategy | measure-valued generator | optimal dividend | Sparre Andersen risk model | Dividende | Dividend | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1655475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195029