An elementary approach to discrete models of dividend strategies
From MaRDI portal
Publication:659189
DOI10.1016/j.insmatheco.2009.09.010zbMath1231.91433MaRDI QIDQ659189
Hailiang Yang, Hans U. Gerber, Elias S. W. Shiu
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/125409
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
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