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Optimale Steuerung von Risikoprozessen bei zufällig variierenden Zinssätzen
Hoelzer, Oliver; Hölzer, Oliver - 2000 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001538978
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Optimal risk and dividend distribution control models for an insurance company
Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001488491
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Approximation of optimal reinsurance and dividend payout policies
Bäuerle, Nicole - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001917772
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Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
Xie, Jie-hua; Wei Zou; Shen, Xiaojing - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 415-422
Persistent link: https://www.econbiz.de/10003966606
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Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Zhou, Ming; Yuen, Kam Chuen - In: Economic modelling 29 (2012) 2, pp. 198-207
Persistent link: https://www.econbiz.de/10009536037
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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On a mean reverting dividend strategy with Brownian motion
Avanzi, Benjamin; Wong, Bernhard - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 229-238
Persistent link: https://www.econbiz.de/10009668363
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Optimal dividend policies for compound Poisson processes : the case of bounded dividend rates
Azcue, Pablo; Muler, Nora; Politis, Konstadinos - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10009557637
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Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
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A regularized fourier transform approach for valuing options under stochastic dividend yields
Dia, Baye M. - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 211-240
Persistent link: https://www.econbiz.de/10008860410