Szölgyenyi, Michaela. 2015. Dividend maximization in hidden Markov models and analysis of associated stochastic differential equations. Dissertation, Johannes Kepler Univesität Linz.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Dissertation |
Language | English |
Title | Dividend maximization in hidden Markov models and analysis of associated stochastic differential equations |
Academic institution | Johannes Kepler Univesität Linz |
Year | 2015 |
Associations
- People
- Szölgyenyi, Michaela (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1114 Numerical mathematics (Details)
- 1117 Actuarial mathematics (Details)
- 1118 Probability theory (Details)