10 citations · 19 across the 10 of their papers we have counts for
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q-fin.RM2018
Suboptimal Control of Dividends under Exponential Utility
Julia Eisenberg, Paul Krühner
We consider an insurance company modelling its surplus process by a Brownian motion with drift. Our target is to maximise the expected exponential utility of discounted dividend pa…
math.PR2018
Independent increment processes: A multilinearity preserving property
Fred Espen Benth, Nils Detering, Paul Kruhner
We observe a multilinearity preserving property of conditional expectation for infinite dimensional independent increment processes defined on some abstract Banach space . It is…