Optimal expected exponential utility of dividend payments in a Brownian risk model
| Year of publication: |
2007
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|---|---|
| Authors: | Grandits, Peter ; Hubalek, Friedrich ; Schachermayer, Walter ; Zigo, Mislav |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 107.2007, 2, p. 73-107
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