Pages that link to "Item:Q5715918"
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The following pages link to Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends (Q5715918):
Displayed 3 items.
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)