Bayesian Dividend Optimization and Finite Time Ruin Probabilities

Gunther Leobacher, Michaela Szölgyenyi, Stefan Thonhauser

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Forschung › Begutachtung

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

@article{76c6d43308c8401e9b9989fff90a33ec,

title = "Bayesian Dividend Optimization and Finite Time Ruin Probabilities",

author = "Gunther Leobacher and Michaela Sz{\"o}lgyenyi and Stefan Thonhauser",

year = "2014",

language = "English",

volume = "30",

pages = "216 -- 249",

journal = "Stochastic Models",

issn = "1532-6349",

publisher = "Taylor and Francis Ltd.",

number = "2",

}