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Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. (English) Zbl 1479.91309

Reply to the comment [Zbl 1479.91349] to the authors’ paper [N. Am. Actuar. J. 16, No. 2, 94–108 (2006, Zbl 1479.91308)].

MSC:

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