Optimal Dividends

DOI10.1080/10920277.2004.10596125zbMath1085.62122OpenAlexW2087301842MaRDI QIDQ5715949

Hans U. Gerber, Elias S. W. Shiu

Publication date: 6 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.2004.10596125

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Corporate finance (dividends, real options, etc.) (91G50)

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