Optimal dividend payments under a time of ruin constraint : exponential claims
Camilo Hernández, Mauricio Junca (Department of Mathematics, Universidad de los Andes, Bogotá, Colombia)
| Year of publication: |
2015
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|---|---|
| Authors: | Hernández, Camilo ; Junca, Mauricio |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 136-142
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| Subject: | Dividend payments | Optimal control | Expected time of ruin constraint | Barrier strategy | Dual problem | Dividende | Dividend | Theorie | Theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422897