“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with...

“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006

Ren, Zhaoxia, Zhou, Xiaowen
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Volume:
10
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2006.10597427
Date:
October, 2006
File:
PDF, 79 KB
english, 2006
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