Dividend problems in the dual model with diffusion and exponentially distributed observation time
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Publication:2452891
DOI10.1016/j.spl.2014.01.017zbMath1331.91101MaRDI QIDQ2452891
Publication date: 5 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.01.017
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
- The optimal dividend barrier in the gamma-omega model
- Optimal dividends in the dual model
- Dividend problems in the dual risk model with exponentially distributed observation time
- Randomized observation periods for the compound Poisson risk model: Dividends
- Optimal Dividends in the Dual Model with Diffusion
- The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
- Strategies for Dividend Distribution: A Review
- Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance