Leobacher, Gunther, Szölgyenyi, Michaela, Thonhauser, Stefan. 2014. Bayesian Dividend Optimization and Finite Time Ruin Probabilities. Stochastic Models 30 (2): S. 216-249.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Journal article |
| Journal | Stochastic Models |
| Citation Index | SCI |
| Language | English |
| Title | Bayesian Dividend Optimization and Finite Time Ruin Probabilities |
| Volume | 30 |
| Number | 2 |
| Year | 2014 |
| Page from | 216 |
| Page to | 249 |
| Reviewed? | Y |
Associations
- People
- Szölgyenyi, Michaela (Former researcher)
- External
- Leobacher, Gunther (JKU Linz, Austria)
- Thonhauser, Stefan (Université de Lausanne, Switzerland)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1117 Actuarial mathematics (Details)
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)