On the optimal dividend problem for diffusion processes
University of Copenhagen
The talk will be a survey of optimal dividend problems for diffusion processes. Extensions to reinsurance and investments will also be addressed.
Date received: April 27, 2010
Copyright © 2010 by the author(s). The author(s) of this work and the organizers of the conference have granted their consent to include this abstract in Topology Atlas. Document # cbak-93.