Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu

DOI10.1080/10920277.2006.10596254zbMath1479.91309OpenAlexW4242330863MaRDI QIDQ5018721

Hans U. Gerber, Hailiang Yang, Jun Cai

Publication date: 22 December 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596254

Mathematics Subject Classification ID

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

Related Items (3)

Dividend optimization for general diffusions with restricted dividend payment rates ⋮ “On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006 ⋮ Strategies for Dividend Distribution: A Review

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