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Optimale Dividendenzahlungen

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Blätter der DGVFM

Summary

A model of stochastic processes is being developed which is suitable for dealing with problems of the collective theory of risk. The capital of an insurance company is represented as a stochastic process. With the help of this model an optimum payment of dividends can be found, that is the one for which with due consideration of the probability of ruin the expected rate of all dividend payments becomes a maximum.

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References

  1. VergleicheWolff, “Versicherungsmathematik”, Springer-Verlag Wien, 1970 u. die dort angegebene Literatur.

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Authors and Affiliations

  1. Wien

    Karl-Heinz Wolff

Authors
  1. Karl-Heinz Wolff
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Wolff, KH. Optimale Dividendenzahlungen. Blätter DGVFM 9, 445–447 (1970). https://doi.org/10.1007/BF02809016

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  • DOI: https://doi.org/10.1007/BF02809016

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