Liu, Zaiming; Li, Manman; Ameer, Sherbaz - In: Economic Modelling 26 (2009) 5, pp. 886-892
In applications of collective risk theory, complete information for the distribution of individual claims amount is often unknown, but reliable estimates of its first few moments may be available. Dickson and Waters [Dickson, D.C.M. and Waters, H.R., (2004) Some optimal dividends problems, Astin...