Bayesian dividend optimization and finite time ruin probabilities

Stefan Michael Thonhauser, Gunther Leobacher, Michaela Szölgyenyi

Research output: Contribution to journalArticleResearchpeer-review

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

Cite this

Bayesian dividend optimization and finite time ruin probabilities. / Thonhauser, Stefan Michael; Leobacher, Gunther; Szölgyenyi, Michaela.

In: Stochastic Models, Vol. 30, No. 2, 2014, p. 216-249.

Research output: Contribution to journalArticleResearchpeer-review

Thonhauser, Stefan Michael ; Leobacher, Gunther ; Szölgyenyi, Michaela. / Bayesian dividend optimization and finite time ruin probabilities. In: Stochastic Models. 2014 ; Vol. 30, No. 2. pp. 216-249.
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