On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model

Hansjörg Albrecher, Juergen Hartinger, Stefan Michael Thonhauser

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)203-233
JournalASTIN Bulletin
Volume37
Issue number2
Publication statusPublished - 2007

Cite this

On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. / Albrecher, Hansjörg; Hartinger, Juergen; Thonhauser, Stefan Michael.

In: ASTIN Bulletin, Vol. 37, No. 2, 2007, p. 203-233.

Research output: Contribution to journalArticleResearchpeer-review

Albrecher, Hansjörg ; Hartinger, Juergen ; Thonhauser, Stefan Michael. / On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. In: ASTIN Bulletin. 2007 ; Vol. 37, No. 2. pp. 203-233.
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