Narrow search
Showing 1 - 10 of 6,522
Cover Image
Pricing interest rate, dividend, and equity risk
Willems, Sander - 2019
Persistent link: https://www.econbiz.de/10012198741
Cover Image
Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Cheung, Eric C. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003632907
Cover Image
On a discrete time risk model with delayed claims and a constant dividend barrier
Wu, Xueyuan (contributor); Li, Shuanming (contributor) - 2006
Persistent link: https://www.econbiz.de/10003340522
Cover Image
On the maximum severity of ruin in the compound poisson model with a threshold dividend strategy
Li, Shuanming (contributor); Lu, Yi (contributor) - 2008
Persistent link: https://www.econbiz.de/10003797827
Cover Image
The diffusion perturbed compound Poisson risk model with a dividend barrier
Li, Shuanming (contributor); Wu, Biao (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297345
Cover Image
The Discounted Penalty Function with Multi-Layer Dividend Strategy in the Phase-Type Risk Model
Jiang, Wuyuan - 2012
This paper considers a Sparre Andersen model in which the inter-claim times have a phase-type distribution and the premium rate is a step function depending on the current surplus level. We derive the system of piecewise integro-differential equations for the Gerber-Shiu discounted penalty...
Persistent link: https://www.econbiz.de/10013112551
Cover Image
Optimal Dividends in the Dual Model Under Transaction Costs
Bayraktar, Erhan - 2014
We analyze the optimal dividend payment problem in the dual model under constant transaction costs. We show, for a …
Persistent link: https://www.econbiz.de/10013058082
Cover Image
On Optimal Dividends in the Dual Model
Bayraktar, Erhan - 2014
We revisit the dividend payment problem in the dual model of Avanzi et al. Using the fluctuation theory of spectrally …
Persistent link: https://www.econbiz.de/10013058084
Cover Image
On the compound binomial risk model with delayed claims and randomized dividends
Wat, Kam Pui; Yuen, Kam Chuen; Li, Wai Keung; Wu, Xueyuan - In: Risks : open access journal 6 (2018) 1, pp. 1-13
–Shiu function for a compound binomial risk model in the presence of delayed claims and a randomized dividend strategy with a zero …
Persistent link: https://www.econbiz.de/10011811540
Cover Image
Optimal Dividends in the Dual Model with Diffusion
Avanzi, Benjamin; Gerber, Hans Ulrich - 2009
barrier strategy is applied, and how the optimal dividend barrier can be determined. Conditions for optimality are discussed …
Persistent link: https://www.econbiz.de/10014047268