On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums

Ewa Marciniak, Zbigniew Palmowski. On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums. J. Optimization Theory and Applications, 179(2):533-552, 2018. [doi]

@article{MarciniakP18,
  title = {On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums},
  author = {Ewa Marciniak and Zbigniew Palmowski},
  year = {2018},
  doi = {10.1007/s10957-016-1050-7},
  url = {https://doi.org/10.1007/s10957-016-1050-7},
  researchr = {https://researchr.org/publication/MarciniakP18},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {179},
  number = {2},
  pages = {533-552},
}