<div class="csl-bib-body">
<div class="csl-entry">Colpo, F., & Eisenberg, J. (2025). Optimal dividends for an insurance company with an Ornstein-Uhlenbeck surplus. In <i>28th International Congress on Insurance: Mathematics and Economics : Tartu, Estonia, on July 1-4, 2025 : Programme and Abstracts : July 1, 2025</i> (pp. 41–41). http://hdl.handle.net/20.500.12708/219965</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/219965
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dc.language.iso
en
-
dc.subject
OU process
en
dc.subject
HJB equation
en
dc.subject
Dividends
en
dc.title
Optimal dividends for an insurance company with an Ornstein-Uhlenbeck surplus
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.description.startpage
41
-
dc.description.endpage
41
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dc.type.category
Abstract Book Contribution
-
tuw.booktitle
28th International Congress on Insurance: Mathematics and Economics : Tartu, Estonia, on July 1-4, 2025 : Programme and Abstracts : July 1, 2025
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
60
-
tuw.researchTopic.value
40
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tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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dc.description.numberOfPages
1
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tuw.event.name
28th International Congress on Insurance: Mathematics and Economics
en
tuw.event.startdate
01-07-2025
-
tuw.event.enddate
04-07-2025
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Tartu
-
tuw.event.country
EE
-
tuw.event.presenter
Colpo, Fabio
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
10
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wb.sciencebranch.value
20
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wb.sciencebranch.value
70
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http://purl.org/coar/resource_type/c_5794
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none
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Publications
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item.fulltext
no Fulltext
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item.openairetype
conference paper
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item.languageiso639-1
en
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crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
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crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
