LDR | | | 00000cab a2200000 4500 |
001 | | | MAP20130032979 |
003 | | | MAP |
005 | | | 20131010175427.0 |
008 | | | 131008e20130902esp|||p |0|||b|eng d |
040 | | | $aMAP$bspa$dMAP |
084 | | | $a6 |
100 | 1 | | $0MAPA20130014111$aZhu, Jinxia |
245 | 1 | 0 | $aDividend optimization for regime-switching general diffusions$cJinxia Zhu, Feng Chen |
520 | | | $aWe consider the optimal dividend distribution problem of a financial corporation whose surplus is modeled by a general diffusion process with both the drift and diffusion coefficients depending on the external economic regime as well as the surplus itself through general functions. The aim is to find a dividend payout scheme that maximizes the present value of the total dividends until ruin |
773 | 0 | | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g02/09/2013 Volumen 53 Número 2 - septiembre 2013 |
856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |