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Optimal choice of dividend barriers for a risk process with stochastic return on investments

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  • Paulsen, Jostein
  • Gjessing, Hakon K.

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  • Paulsen, Jostein & Gjessing, Hakon K., 1997. "Optimal choice of dividend barriers for a risk process with stochastic return on investments," Insurance: Mathematics and Economics, Elsevier, vol. 20(3), pages 215-223, October.
    • Handle: RePEc:eee:insuma:v:20:y:1997:i:3:p:215-223
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    References listed on IDEAS

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    1. Paulsen, Jostein, 1993. "Risk theory in a stochastic economic environment," Stochastic Processes and their Applications, Elsevier, vol. 46(2), pages 327-361, June.
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