Optimal dividends in the dual model
Year of publication: |
2007
|
---|---|
Authors: | Avanzi, Benjamin ; U. Gerber, Hans ; S.W. Shiu, Elias |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 41.2007, 1, p. 111-123
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Avanzi, Benjamin, (2013)
-
On optimal periodic dividend strategies in the dual model with diffusion
Avanzi, Benjamin, (2014)
-
Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk
Treville, Suzanne, (2014)
- More ...