On optimal periodic dividend strategies in the dual model with diffusion
Year of publication: |
2014
|
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Authors: | Avanzi, Benjamin ; Tu, Vincent ; Wong, Bernard |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 210-224
|
Subject: | Optimal dividends | Dual model | Stochastic control | Periodic barrier | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
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