The optimal dividend barrier in the gamma-omega model
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Publication:635980
DOI10.1007/S13385-011-0006-4zbMath1219.91062OpenAlexW2041047031MaRDI QIDQ635980
Elias S. W. Shiu, Hans U. Gerber, Hansjoerg Albrecher
Publication date: 25 August 2011
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-011-0006-4
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- Optimal Dividends
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