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 and Economics. - Elsevier, ISSN 0167-6687. - Vol. 34.2004, 2, p. 193-225
|
| Publisher: |
Elsevier |