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]

@article{MarciniakP16,
  title = {On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums},
  author = {Ewa Marciniak and Zbigniew Palmowski},
  year = {2016},
  doi = {10.1007/s10957-015-0755-3},
  url = {http://dx.doi.org/10.1007/s10957-015-0755-3},
  researchr = {https://researchr.org/publication/MarciniakP16},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {168},
  number = {2},
  pages = {723-742},
}