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~person:"Wong, Bernard"
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Wong, Bernard
Sornette, Didier
19
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10
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8
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Optimal
periodic
dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 645-670
Persistent link: https://www.econbiz.de/10012653664
Saved in:
2
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:
3
Optimal dividends under Erlang(2) inter-dividend decision times
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 225-242
Persistent link: https://www.econbiz.de/10011825483
Saved in:
4
On optimal
periodic
dividend strategies in the dual model with diffusion
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Insurance: Mathematics and Economics
55
(
2014
)
C
,
pp. 210-224
that are capable of issuing dividends make dividend decisions on a
periodic
(rather than continuous) basis. …
Persistent link: https://www.econbiz.de/10011046573
Saved in:
5
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
Saved in:
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