Record link: 
http://hdl.handle.net/20.500.12708/222960
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Title: 
Optimising Restricted Dividends for an Ornstein-Uhlenbeck Surplus
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Citation: 
Colpo, F. (2025, December 4). Optimising Restricted Dividends for an Ornstein-Uhlenbeck Surplus [Presentation]. Seminar Talk at the Institute of Statistics of the Graz University of Technology 2025, Graz, Austria.
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Publication Type: 
Presentation - Presentation
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Language: 
English
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Authors: 
Colpo, Fabio 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Date (published): 
4-Dec-2025
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Event name: 
Seminar Talk at the Institute of Statistics of the Graz University of Technology 2025 
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Event date: 
4-Dec-2025
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Event place: 
Graz, Austria
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Keywords: 
Ornstein-Uhlenbeck process; HJB methods; actuarial mathematics; dividend optimisation
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Research Areas: 
Mathematical Methods in Economics: 50%
Fundamental Mathematics Research: 50%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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