Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest

DOI10.1080/10920277.2006.10596250zbMath1479.91308MaRDI QIDQ5018719

Hailiang Yang, Jun Cai, Hans U. Gerber

Publication date: 22 December 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596250

Mathematics Subject Classification ID

60J65: Brownian motion

60J60: Diffusion processes

91G05: Actuarial mathematics

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