Dividend maximization under consideration of the time value of ruin

DOI10.1016/j.insmatheco.2006.10.013zbMath1119.91047OpenAlexW2074347855MaRDI QIDQ997096

Stefan Thonhauser, Hansjoerg Albrecher

Publication date: 19 July 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.210.1311

Mathematics Subject Classification ID

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