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Discussion to: “Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest”. (English) Zbl 1480.91238

Discussion to the article [J. Cai et al., N. Am. Actuar. J. 10, No. 2, 94–108 (2006; Zbl 1479.91308)].

MSC:

91G05 Actuarial mathematics
60J60 Diffusion processes
60J65 Brownian motion

Citations:

Zbl 1479.91308
Full Text: DOI

References:

[1] Breiman, L. 1968. Probability, Reading, Mass: Addison-Wesley. · Zbl 0174.48801
[2] Gihman, I. I. and Skorohod, A. V. 1972. Stochastic Differential Equations, New York: Springer. · Zbl 0242.60003
[3] Zhou, X. 2006. Discussion of “On Optimal Dividend Strategies in the Compound Poisson Model.”. North American Actuarial Journal, 10(3): 79-84. · Zbl 1480.91206
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.