Optimal quadratures for a certain class of analytic functions
E. Neuman (1970)
Applicationes Mathematicae
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E. Neuman (1970)
Applicationes Mathematicae
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Dariusz Socha (2014)
Applicationes Mathematicae
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
K. Szajowski (1982)
Applicationes Mathematicae
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B. D. Bojanov (1976)
Applicationes Mathematicae
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Frisch, Uriel, Sobolevskii, A. (2004)
Journal of Mathematical Sciences (New York)
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A. G. Sukharev (1984)
Banach Center Publications
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Round-off error analysis of the gradient method.
Petr Dostál (2006)
Acta Universitatis Carolinae. Mathematica et Physica
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Kumar, Ramesh C., Naqib, Fadle M. (1995)
International Journal of Mathematics and Mathematical Sciences
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E.F. D'Azevedo, R.B. Simpson (1991)
Numerische Mathematik
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Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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Dean A. Carlson (1984)
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Tadumadze, T., Gelashvili, K. (2000)
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