3 Treffer für Schlagwort = "Brownsche Dynamik"

• On an irreversible investment problem with two-factor uncertainty Dammann, Felix ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), March 2021

• An optimal dividend problem with capital injections over a finite horizon Ferrari, Giorgio ; Schuhmann, Patrick Bielefeld : Center for Mathematical Economics (IMW), April 2018

• Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model Eisenberg, Julia ; Fabrykowski, Lukas ; Schmeck, Maren Diane Bielefeld, Germany : Center for Mathematical Economics (IMW), March 2021