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Optimal dividends in the dual model
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S.W. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 111-123
Persistent link: https://www.econbiz.de/10007728690
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On a mean reverting dividend strategy with Brownian motion
Avanzi, Benjamin; Wong, Bernard - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10010011604
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Real options at the interface of finance and operations: exploiting embedded supply-chain real options to gain competitiveness
Avanzi, Benjamin; Bicer, Isik; de Treville, Suzanne; … - In: The European journal of finance 19 (2013) 7, pp. 760-778
Persistent link: https://www.econbiz.de/10010176125
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On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Avanzi, Benjamin; Cheung, Eric C.K.; Wong, Bernard; … - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 98-113
Persistent link: https://www.econbiz.de/10010062197