Optimal Dividends

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Publication:5715949


DOI10.1080/10920277.2004.10596125zbMath1085.62122MaRDI 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


62P05: Applications of statistics to actuarial sciences and financial mathematics

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

91G50: Corporate finance (dividends, real options, etc.)


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