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Pricing interest rate, dividend, and equity risk
Willems, Sander - 2019
Persistent link: https://www.econbiz.de/10012198741
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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
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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/10003755680
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Dividend maximization under consideration of the time value of ruin
Thonhauser, Stefan; Albrecher, Hansjörg - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 163-184
Persistent link: https://www.econbiz.de/10003755693
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Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
Wan, Ning - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 509-523
Persistent link: https://www.econbiz.de/10003755786
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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
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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
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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
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The Markovian regime-switching risk model with constant dividend barrier under absolute ruin
Yu, Wenguang; Huang, Yujuan - In: Journal of mathematical finance 1 (2011) 3, pp. 83-89
Persistent link: https://www.econbiz.de/10009668520
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The density of the time of ruin in the classical risk model with a constant dividend barrier
Li, Shuanming; Lu, Yi - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10010358004