Record link: 
http://hdl.handle.net/20.500.12708/219970
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Title: 
Lump sum dividends for a mean-avoiding Ornstein-Uhlenbeck process: explicit solutions
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Citation: 
Eisenberg, J., & Colpo, F. (2025). Lump sum dividends for a mean-avoiding Ornstein-Uhlenbeck process: explicit solutions. In 28th International Congress on Insurance: Mathematics and Economics : Tartu, Estonia, on July 1-4, 2025 : Programme and Abstracts : July 1, 2025 (pp. 45–45). http://hdl.handle.net/20.500.12708/219970
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Eisenberg, Julia 
Colpo, Fabio 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Published in: 
28th International Congress on Insurance: Mathematics and Economics : Tartu, Estonia, on July 1-4, 2025 : Programme and Abstracts : July 1, 2025 
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Date (published): 
4-Jul-2025
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Event name: 
28th International Congress on Insurance: Mathematics and Economics 
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Event date: 
1-Jul-2025 - 4-Jul-2025
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Event place: 
Tartu, Estonia
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Number of Pages: 
1
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Keywords: 
Dividends; Ornstein-Uhlenbeck process; differential equations
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Research Areas: 
Mathematical Methods in Economics: 70%
Modeling and Simulation: 30%
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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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