Bayesian Dividend Maximization: A Jump Diffusion Model

Michaela Szölgyenyi

Bayesian Dividend Maximization: A Jump Diffusion Model

Michaela Szölgyenyi

Institute of Financial Mathematics and Applied Number Theory

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

Original language	English
Title of host publication	Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013
Editors	Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D.
Place of Publication	Brussel
Publisher	Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten
Pages	77-82
Number of pages	6
ISBN (Print)	9789065691231
Publication status	Published - 2013

Fields of science

101025 Number theory
101007 Financial mathematics

JKU Focus areas

Computation in Informatics and Mathematics

Cite this

Szölgyenyi, M. (2013). Bayesian Dividend Maximization: A Jump Diffusion Model. In Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D. (Ed.), Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013 (pp. 77-82). Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten.

Szölgyenyi, Michaela. / Bayesian Dividend Maximization: A Jump Diffusion Model. Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013. editor / Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D. Brussel : Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2013. pp. 77-82

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title = "Bayesian Dividend Maximization: A Jump Diffusion Model",

author = "Michaela Sz{\"o}lgyenyi",

year = "2013",

language = "English",

isbn = "9789065691231",

pages = "77--82",

editor = "\{Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D.\}",

booktitle = "Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013",

publisher = "Koninklijke Vlaamse Academie van Belgi{\"e} voor Wetenschappen en Kunsten",

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Szölgyenyi, M 2013, Bayesian Dividend Maximization: A Jump Diffusion Model. in Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D. (ed.), Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013. Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, Brussel, pp. 77-82.

Bayesian Dividend Maximization: A Jump Diffusion Model. / Szölgyenyi, Michaela.
Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013. ed. / Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D. Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2013. p. 77-82.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

TY - GEN

T1 - Bayesian Dividend Maximization: A Jump Diffusion Model

AU - Szölgyenyi, Michaela

PY - 2013

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M3 - Conference proceedings

SN - 9789065691231

SP - 77

EP - 82

BT - Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013

A2 - Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D., null

PB - Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten

CY - Brussel

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Szölgyenyi M. Bayesian Dividend Maximization: A Jump Diffusion Model. In Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D., editor, Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013. Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. 2013. p. 77-82