Showing 1 - 10 of 7,321
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/10010437945
Persistent link: https://www.econbiz.de/10012240302
Persistent link: https://www.econbiz.de/10011595106
Persistent link: https://www.econbiz.de/10010227973
Persistent link: https://www.econbiz.de/10014339901
Persistent link: https://www.econbiz.de/10015045703
Persistent link: https://www.econbiz.de/10012210285
Persistent link: https://www.econbiz.de/10011868609
Persistent link: https://www.econbiz.de/10012628654