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Blätter der DGVFM

, Volume 9, Issue 4, pp 445–447 | Cite as

Optimale Dividendenzahlungen

  • Karl-Heinz Wolff
Article

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

Copyright information

© DAV/DGVFM 1970

Authors and Affiliations

  • Karl-Heinz Wolff
    • 1
  1. 1.Wien

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