Dividend maximization in a hidden Markov switching model

Michaela Szölgyenyi

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)143-158
Number of pages16
JournalStatistics and Risk Modeling
Volume32
Issue number3-4
DOIs
Publication statusPublished - 2016

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics

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