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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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On dividends in the phase-type dual risk model
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784
Persistent link: https://www.econbiz.de/10011848663
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Portfolio selection : should be a wise decision!
Dsouza, Suzan; Dey, Prithviraj - In: Indian journal of economics & business : IJEB 16 (2017) 2, pp. 269-278
Persistent link: https://www.econbiz.de/10011873805
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Shareholder risk measures
Coculescu, Delia; Rochet, Jean-Charles - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 5-28
Persistent link: https://www.econbiz.de/10011969146
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Optimal payout policy in presence of downside risk
Alvarez, Luis H. R.; Rakkolainen, Teppo A. - In: Mathematical methods of operations research 69 (2009) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10003858043
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Dividend problems in the dual risk model
Afonso, Lourdes B.; Cardoso, Rui M. R.; Reis, Alfredo … - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 906-918
Persistent link: https://www.econbiz.de/10010227786
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On the expected discounted dividends int he Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Choi, Michael C. H.; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 59 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010469165
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Financial decision-making under distribution uncertainty
Kacperczyk, Marcin - 2004
Persistent link: https://www.econbiz.de/10003386915
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Risk, Mispricing, and Asset Allocation : Conditioning on Dividend Yield
Shanken, Jay A. - 2010
dividend yield is typically viewed as a reflection of either changing risk, related to the business cycle, or irrational … mispricing. Extending the work on asset allocation and dividend yield by Kandel and Stambaugh (1996) to accommodate variation in … risk as well as expected return, we develop Bayesian methods to examine the interaction between the data and an investor …
Persistent link: https://www.econbiz.de/10012763077
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Risk, Mispricing, and Asset Allocation : Conditioning on Dividend Yield
Shanken, Jay - 2001
dividend yield is typically viewed as a reflection of either changing risk, related to the business cycle, or irrational … mispricing. Extending the work on asset allocation and dividend yield by Kandel and Stambaugh (1996) to accommodate variation in … risk as well as expected return, we develop Bayesian methods to examine the interaction between the data and an investor …
Persistent link: https://www.econbiz.de/10012470049