Optimal choice of dividend barriers for a risk process with stochastic return on investments

DOI10.1016/S0167-6687(97)00011-5zbMath0894.90048OpenAlexW2030502930MaRDI QIDQ1381478

Publication date: 7 September 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00011-5

zbMATH Keywords

stochastic differential equation integro-differential equation risk process ruin theory stochastic return on investments Brownian motions with drift dividend barrier strategy

Mathematics Subject Classification ID

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