Showing 1 - 3 of 3
We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the surplus of one branch may become negative. More specific, we solve the stochastic control problem of maximizing discounted dividends until simultaneous ruin of both branches of...
Persistent link: https://www.econbiz.de/10013363123
Persistent link: https://www.econbiz.de/10011935660
Persistent link: https://www.econbiz.de/10012430075