Record link: 
http://hdl.handle.net/20.500.12708/219968
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Title: 
Optimal Dividends for an Ornstein-Uhlenbeck surplus
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Citation: 
Colpo, F., & Eisenberg, J. (2025). Optimal Dividends for an Ornstein-Uhlenbeck surplus. In Book of Abstracts : 13th Austrian Stochastics Days : 04 – 05 September 2025, JKU Linz (pp. 6–6).
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Colpo, Fabio 
Eisenberg, Julia 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Published in: 
Book of Abstracts : 13th Austrian Stochastics Days : 04 – 05 September 2025, JKU Linz 
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Date (published): 
2025
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Event name: 
13th Austrian Stochastics Days 
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Event date: 
4-Sep-2025 - 5-Sep-2025
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Event place: 
Linz, Austria
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Number of Pages: 
1
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Keywords: 
OU process; HJB equation; Dividends
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Additional information: 
https://stochastics-days.at/asd2025/program.php
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Research Areas: 
Mathematical Methods in Economics: 60%
Fundamental Mathematics Research: 40%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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Appears in Collections:
Conference Paper

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