Optimal expected exponential utility of dividend payments in a Brownian risk model
نویسندگان
چکیده
منابع مشابه
Optimal Expected Exponential Utility of Dividend Payments in a Brownian Risk Model
We consider the following optimization problem for an insurance company
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ژورنال
عنوان ژورنال: Scandinavian Actuarial Journal
سال: 2007
ISSN: 0346-1238,1651-2030
DOI: 10.1080/03461230601165201