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Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - MaRDI portal

Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest

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Publication:5018719

DOI10.1080/10920277.2006.10596250zbMath1479.91308OpenAlexW1974410200MaRDI QIDQ5018719

Jun Cai, Hans U. Gerber, Hailiang Yang

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596250




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