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Found 29 Documents (Results 1–29)

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On optimal dividend strategies in insurance with an random time horizon. (English) Zbl 1287.91088

Cohen, Samuel N. (ed.) et al., Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. Hackensack, NJ: World Scientific (ISBN 978-981-4383-30-1/hbk). Advances in Statistics, Probability and Actuarial Science 1, 157-179 (2012).
MSC:  91B30
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Multidimensional random motion with uniformly distributed changes of direction and Erlang steps. (English. Russian original) Zbl 1238.60095

Ukr. Math. J. 63, No. 4, 665-671 (2011); translation from Ukr. Mat. Zh. 63, No. 4, 572-576 (2011).
MSC:  60K15 60-XX
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