Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
| Year of publication: |
2004
|
|---|---|
| Authors: | Hubalek, Friedrich ; Schachermayer, Walter |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 34.2004, 2, p. 193-226
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