Gerber, Hans U.; Smith, Nathaniel - In: Insurance: Mathematics and Economics 43 (2008) 2, pp. 227-233
In [Gerber, H.U., Shiu, E.S.W., Smith, N., 2008. Methods for estimating the optimal dividend barrier and the probability of ruin. Insurance: Math. Econ. 42 (1), 243-254], methods were analyzed for estimating the optimal dividend barrier (in the sense of de Finetti). In particular, De Vylder...