Optimal dividends under Erlang(2) inter-dividend decision times
Benjamin Avanzi, Vincent Tu, Bernard Wong
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Avanzi, Benjamin ; Tu, Vincent ; Wong, Bernard |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 79.2018, p. 225-242
|
| Subject: | Brownian motion | Stochastic control | Dividends | Periodic strategies | Barrier strategies | Erlangisation | Dividende | Dividend | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825483