Optimal expected expodential utility of dividend payments in a Brownian risk model
Peter Grandits Artikkel Engelsk
*0011433798 *008070713s2007 xx# 000 0 eng *019 $bk *08230$a515.6 *100 $aGrandits, Peter$uInstitute for Mathematical Methods in Economics (E105), TU Vienna, Vienna, Austria : pgrand@fam.tuwien.ac.at$_158779000 *245 $aOptimal expected expodential utility of dividend payments in a Brownian risk model *300 $aS. [73]-107 : ill. *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *650 $aavkastninger$9nor$2norart$_130523000 *650 $aforsikringsselskaper$2norart$_33730900 *650 $agrenseverdier$2norart$_90129600 *650 $amatematisk$aanalyse$2norart$_14590100 *650 $autbytte$9nor$2norart$_130134100 *653 $afree boundary value problem$9eng$_160578000 *653 $aoptimal control$9eng$_160578100 *653 $aoptimal dividend payment$9eng$_160578200 *700 $aHubalek, Friedrich;$uInstitute for Mathematical Methods in Economics (E105), TU Vienna, Vienna, Austria$_160578300 *700 $aSchachermayer, Walter;$uInstitute for Mathematical Methods in Economics (E105), TU Vienna, Vienna, Austria$_160578400 *700 $aZigo, Mislav$uDepartment of Mathematics, University of Zogreb, Zagreb, Croatia$_160578500 *773 $tScandinavian actuarial journal$gNo. 2 (2007)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z700410326$anorart:700410326 ^