Variational methods for studying the problem of the discounted dividend payments

DOI10.1007/BF02857115MaRDI QIDQ5422773zbMATH OpenFDO

Authors Emilia Di Lorenzo

Publication date 30 October 2007

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02857115

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 4086836 (Why is no real title available?)
• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• scientific article; zbMATH DE number 718680 (Why is no real title available?)
• scientific article; zbMATH DE number 962269 (Why is no real title available?)
• On the probability of ruin in the presence of a linear dividend barrier
• Optimal dividend policy
• The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas

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