Bayesian dividend optimization and finite time ruin probabilities

Stefan Michael Thonhauser, Gunther Leobacher, Michaela Szölgyenyi

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)216-249
JournalStochastic Models
Volume30
Issue number2
DOIs
Publication statusPublished - 2014

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)
  • Theoretical

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