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 journal › Article › peer-review

Cite this

@article{218198d5423a4cffa7fe66fc8e629f84,

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

author = "Hansj{\"o}rg Albrecher and Juergen Hartinger and Thonhauser, {Stefan Michael}",

year = "2007",

language = "English",

volume = "37",

pages = "203--233",

journal = "ASTIN Bulletin",

issn = "1783-1350 ",

publisher = "Cambridge University Press",

number = "2",

}