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      Optimality results for dividend problems in insurance

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      Journal: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas
      Publisher: Springer Nature

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          The Pricing of Options and Corporate Liabilities

          Fischer Black, Myron Scholes (1973)
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            Optimum consumption and portfolio rules in a continuous-time model

            ROBERT MERTON (1971)
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              The asymptotic elasticity of utility functions and optimal investment in incomplete markets

              D. Kramkov, W. Schachermayer (1999)
              Article 0 comments Cited 145 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas
                Abbreviated Title: Rev. R. Acad. Cien. Serie A. Mat.
                Publisher: Springer Nature
                ISSN (Print): 1578-7303
                ISSN (Electronic): 1579-1505
                Publication date Created: September 2009
                Publication date (Print): September 2009
                Volume: 103
                Issue: 2
                Pages: 295-320
                Article
                DOI: 10.1007/BF03191909
                SO-VID: cabd451d-53b3-4253-a957-123d0cf2e659
                Copyright © © 2009
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