Showing 1 - 10 of 57
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/10013534515
Persistent link: https://www.econbiz.de/10014383890
Persistent link: https://www.econbiz.de/10014383974
Persistent link: https://www.econbiz.de/10009763629
Persistent link: https://www.econbiz.de/10010227906
Persistent link: https://www.econbiz.de/10010227913
Persistent link: https://www.econbiz.de/10010227929
Persistent link: https://www.econbiz.de/10010227973
Persistent link: https://www.econbiz.de/10009785429