On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums

Ewa Marciniak, Zbigniew Palmowski. On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums. J. Optimization Theory and Applications, 168(2):723-742, 2016. [doi]

Authors

Ewa Marciniak

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Zbigniew Palmowski

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