11 citations · 27 across the 20 of their papers we have counts for
3 papers · 1 filter
Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate
Julia Eisenberg, Stefan Kremsner, Alexander Steinicke
We investigate a dividend maximization problem under stochastic interest rates with Ornstein-Uhlenbeck dynamics. This setup also takes negative rates into account. First a determin…
On the Configurations of Closed Kinematic Chains in three-dimensional Space
Gerhard Zangerl, Alexander Steinicke
A kinematic chain in three-dimensional Euclidean space consists of links that are connected by spherical joints. Such a chain is said to be within a closed configuration when i…
Exception sets of intrinsic and piecewise Lipschitz functions
Gunther Leobacher, Alexander Steinicke
We consider a class of functions defined on metric spaces which generalizes the concept of piecewise Lipschitz continuous functions on an interval or on polyhedral structures. The…