Quotation 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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Publication's profile

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)
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