Bayesian dividend optimization and finite time ruin probabilities

Stefan Michael Thonhauser; Gunther Leobacher; Michaela Szölgyenyi

doi:10.1080/15326349.2014.900390

Bayesian dividend optimization and finite time ruin probabilities

Stefan Michael Thonhauser, Gunther Leobacher, Michaela Szölgyenyi

Institute of Analysis and Number Theory (5010)

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	216-249
Journal	Stochastic Models
Volume	30
Issue number	2
DOIs	https://doi.org/10.1080/15326349.2014.900390
Publication status	Published - 2014

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Basic - Fundamental (Grundlagenforschung)
Theoretical

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10.1080/15326349.2014.900390

Cite this

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title = "Bayesian dividend optimization and finite time ruin probabilities",

author = "Thonhauser, {Stefan Michael} and Gunther Leobacher and Michaela Sz{\"o}lgyenyi",

year = "2014",

doi = "10.1080/15326349.2014.900390",

language = "English",

volume = "30",

pages = "216--249",

journal = "Stochastic Models",

issn = "1532-6349",

publisher = "Taylor and Francis Ltd.",

number = "2",

}

TY - JOUR

T1 - Bayesian dividend optimization and finite time ruin probabilities

AU - Thonhauser, Stefan Michael

AU - Leobacher, Gunther

AU - Szölgyenyi, Michaela

PY - 2014

Y1 - 2014

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UR - http://www.tandfonline.com/doi/full/10.1080/15326349.2014.900390#.VJKoXR3gE40

U2 - 10.1080/15326349.2014.900390

DO - 10.1080/15326349.2014.900390

M3 - Article

VL - 30

SP - 216

EP - 249

JO - Stochastic Models

JF - Stochastic Models

SN - 1532-6349

IS - 2

ER -

Bayesian dividend optimization and finite time ruin probabilities

Fields of Expertise

Treatment code (Nähere Zuordnung)

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