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Controlled diffusion models for optimal dividend pay-out

Published:1997-06 Issue:1 Volume:20 Page:1-15
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Asmussen Søren,Taksar Michael

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference35 articles.

1. Approximations for the probability of ruin within finite time;Asmussen;Scandinavian Actuarial Journal,1984

2. Approximations for the probability of ruin within finite time;Asmussen;Scandinavian Actuarial Journal,1985

3. Ruin Probabilities;Asmussen,1995

4. The theory of risk;Borch;Journal of the Royal Statistical, Society B,1967

5. The capital structure of a firm;Borch;Swedish Journal of Economics,1969

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