“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 (Q5018731): Difference between revisions
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| Property / cites work: Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval / rank | |||
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| Property / cites work: Games of Economic Survival with Discrete- and Continuous-Income Processes / rank | |||
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| Property / cites work: The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion / rank | |||
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| Property / cites work: The compound Poisson risk model with a threshold dividend strategy / rank | |||
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| Property / cites work: On a Classical Risk Model with a Constant Dividend Barrier / rank | |||
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Latest revision as of 14:09, 27 July 2024
scientific article; zbMATH DE number 7450389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 |
scientific article; zbMATH DE number 7450389 |
Statements
“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 (English)
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22 December 2021
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