Optimality results for dividend problems in insurance.

Hansjörg Albrecher; Stefan Thonhauser

RACSAM (2009)

  • Volume: 103, Issue: 2, page 295-320
  • ISSN: 1578-7303

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Albrecher, Hansjörg, and Thonhauser, Stefan. "Optimality results for dividend problems in insurance.." RACSAM 103.2 (2009): 295-320. <http://eudml.org/doc/43697>.

@article{Albrecher2009,
author = {Albrecher, Hansjörg, Thonhauser, Stefan},
journal = {RACSAM},
keywords = {stochastic control; dynamic programming; Hamilton-Jacobi-Bellman equation; risk theory; dividends},
language = {eng},
number = {2},
pages = {295-320},
title = {Optimality results for dividend problems in insurance.},
url = {http://eudml.org/doc/43697},
volume = {103},
year = {2009},
}

TY - JOUR
AU - Albrecher, Hansjörg
AU - Thonhauser, Stefan
TI - Optimality results for dividend problems in insurance.
JO - RACSAM
PY - 2009
VL - 103
IS - 2
SP - 295
EP - 320
LA - eng
KW - stochastic control; dynamic programming; Hamilton-Jacobi-Bellman equation; risk theory; dividends
UR - http://eudml.org/doc/43697
ER -

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