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person:"Chetty, Raj"
~person:"Avanzi, Benjamin"
~subject:"Optimal dividends"
~subject:"Portfolio-Management"
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Chetty, Raj
Avanzi, Benjamin
Wong, Bernard
6
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On the surplus management of funds with assets and liabilities in presence of solvency requirements
Avanzi, Benjamin
;
Chen, Ping
;
Henriksen, Lars Frederik …
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 477-508
Persistent link: https://www.econbiz.de/10014336614
Saved in:
2
On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451
Saved in:
3
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 315-332
Persistent link: https://www.econbiz.de/10012294138
Saved in:
4
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Avanzi, Benjamin
;
Pérez, José-Luis
;
Wong, Bernard
; …
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011694419
Saved in:
5
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 709-746
Persistent link: https://www.econbiz.de/10011669766
Saved in:
6
On optimal periodic dividend strategies in the dual model with diffusion
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 210-224
Persistent link: https://www.econbiz.de/10010366173
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