Record link: 
http://hdl.handle.net/20.500.12708/219965
-
Title: 
Optimal dividends for an insurance company with an Ornstein-Uhlenbeck surplus
en
Citation: 
Colpo, F., & Eisenberg, J. (2025). Optimal dividends for an insurance company with an Ornstein-Uhlenbeck surplus. In 28th International Congress on Insurance: Mathematics and Economics : Tartu, Estonia, on July 1-4, 2025 : Programme and Abstracts : July 1, 2025 (pp. 41–41). http://hdl.handle.net/20.500.12708/219965
-
Publication Type: 
Inproceedings - Abstract Book Contribution
en
Language: 
English
-
Authors: 
Colpo, Fabio 
Eisenberg, Julia 
-
Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
-
Published in: 
28th International Congress on Insurance: Mathematics and Economics : Tartu, Estonia, on July 1-4, 2025 : Programme and Abstracts : July 1, 2025 
-
Date (published): 
4-Jul-2025
-
Event name: 
28th International Congress on Insurance: Mathematics and Economics 
en
Event date: 
1-Jul-2025 - 4-Jul-2025
-
Event place: 
Tartu, Estonia
-
Number of Pages: 
1
-
Keywords: 
OU process; HJB equation; Dividends
en
Research Areas: 
Mathematical Methods in Economics: 60%
Fundamental Mathematics Research: 40%
-
Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
-
Appears in Collections:
Conference Paper

Show full item record

Page view(s)

28
checked on Oct 15, 2025

Download(s)

3
checked on Oct 15, 2025

Google ScholarTM

Check