“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006

DOI10.1080/10920277.2006.10597427zbMATH Open1480.91238OpenAlexW2100861222MaRDI QIDQ5018752FDOQ5018752

Authors: Zhaoxia Ren, Xiaowen Zhou 

Publication date: 22 December 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597427

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Mathematics Subject Classification ID

Actuarial mathematics (91G05) Diffusion processes (60J60) Brownian motion (60J65)

Cites Work

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• Title not available (Why is that?)
• Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou

Cited In (3)

• Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process
• Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest

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