Optimal Ratcheting of Dividends in Insurance

SIAM Journal on Control and Optimization 2020 / 01 Vol. 58; Iss. 4

Optimal Ratcheting of Dividends in Insurance

Albrecher, Hansjörg, Azcue, Pablo, Muler, Nora
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Volume:
58
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/19m1304878
Date:
January, 2020
File:
PDF, 635 KB
2020
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