Optimal dividends under Erlang(2) inter-dividend decision times
Year of publication: |
March 2018
|
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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. 79.2018, p. 225-242
|
Subject: | Brownian motion | Stochastic control | Dividends | Periodic strategies | Barrier strategies | Erlangisation | Experiment | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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