Optimal choice of dividend barriers for a risk process with stochastic return on investments
type: Item
instance of: scholarly article
title: Optimal choice of dividend barriers for a risk process with stochastic return on investments
zbMATH Open document ID: 0894.90048
DOI: 10.1016/S0167-6687(97)00011-5
author: Jostein Paulsen
author: Håkon K. Gjessing
published in: Insurance Mathematics \& Economics
publication date: 1998-09-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 45J05
zbMATH DE Number: 1129627
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: dividend barrier strategy
zbMATH Keywords: ruin theory
zbMATH Keywords: integro-differential equation
zbMATH Keywords: risk process
zbMATH Keywords: stochastic return on investments
zbMATH Keywords: Brownian motions with drift
MaRDI profile type: Publication
cites work: Q5588331
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cites work: Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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full work available at URL: s0167-6687(97)00011-5
OpenAlex ID: W2030502930
description: scientific article; zbMATH DE number 1129627