Variational methods for studying the problem of the discounted dividend payments

DOI10.1007/BF02857115zbMath1354.91060MaRDI QIDQ5422773

Emilia Di Lorenzo

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• On the probability of ruin in the presence of a linear dividend barrier
• Optimal dividend policy
• The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas

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