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Year of publication
Subject
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Theorie 6 Theory 6 Dividend 4 Dividende 4 Risiko 4 Risk 4 Transaction costs 4 Transaktionskosten 4 Portfolio selection 3 Portfolio-Management 3 Risikomodell 2 Risk model 2 Affine transaction costs 1 Bivariate Laguerre series 1 Control 1 Dividend decision processes 1 Dual risk model 1 EU-Versicherungsrecht 1 European insurance law 1 Fixed transaction costs 1 Insurance 1 M/G/1 queue 1 Optimal dividends 1 Optimal periodic dividends 1 Periodic dividends 1 Probability theory 1 Reinsurance 1 Risk analysis 1 Rückversicherung 1 SNLP 1 SPLP 1 Stochastic process 1 Stochastischer Prozess 1 Versicherung 1 Wahrscheinlichkeitsrechnung 1 compound Poisson risk model 1 finite-time ruin probability 1 fixed transaction costs 1 martingalemethod 1 partial integro-differential equation 1
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Online availability
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Free 3 Undetermined 3
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 6
Author
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Lau, Hayden 6 Avanzi, Benjamin 5 Wong, Bernard 4 Cheung, Eric C. K. 1 Steffensen, Mogens 1 Willmot, Gordon E. 1 Woo, Jae-Kyung 1
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Published in...
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Scandinavian actuarial journal 3 European journal of operational research : EJOR 1 Insurance / Mathematics & economics 1 UNSW Business School Research Paper 1
Source
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ECONIS (ZBW) 6
Showing 1 - 6 of 6
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Optimal reinsurance design under solvency constraints
Avanzi, Benjamin; Lau, Hayden; Steffensen, Mogens - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 383-416
Persistent link: https://www.econbiz.de/10014520561
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Finite-time ruin probabilities using bivariate Laguerre series
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190
Persistent link: https://www.econbiz.de/10014325041
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Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs
Avanzi, Benjamin - 2019
We consider the general class of spectrally positive Lévy risk processes, which are appropriate for businesses with continuous expenses and lump sum gains whose timing and sizes are stochastic. Motivated by the fact that dividends are paid periodically in real life, we study periodic dividend...
Persistent link: https://www.econbiz.de/10012896608
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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
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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
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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
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