“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
- 1 July 2006
- journal article
- editorial
- Published by Informa UK Limited in North American Actuarial Journal
- Vol. 10 (3), 78-79
- https://doi.org/10.1080/10920277.2006.10597408
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- The compound Poisson risk model with a threshold dividend strategyInsurance: Mathematics and Economics, 2006
- On a Classical Risk Model with a Constant Dividend BarrierNorth American Actuarial Journal, 2005
- Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite intervalThe Annals of Applied Probability, 1997
- Games of Economic Survival with Discrete- and Continuous-Income ProcessesOperations Research, 1972