“Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006

DOI10.1080/10920277.2006.10596253zbMath1479.91349OpenAlexW3149997619MaRDI QIDQ5018720

Jinxia Zhu

Publication date: 22 December 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596253

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Actuarial mathematics (91G05)

Cites Work

• Optimal Dividends

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