Quotation 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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Publication's profile

Status of publication Published
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

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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)
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