“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006

DOI10.1080/10920277.2006.10597427zbMath1480.91238OpenAlexW2100861222MaRDI QIDQ5018752

Zhaoxia Ren, Xiao-Wen Zhou

Publication date: 22 December 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597427

Mathematics Subject Classification ID

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

Cites Work

• Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou
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