Semiparametric estimation in the optimal dividend barrier for the classical risk model
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Publication:4562051
DOI10.1080/03461238.2018.1463557zbMath1418.91257OpenAlexW2800719907MaRDI QIDQ4562051
Publication date: 14 December 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/420277/1/dividend_3.pdf
compound Poissonsemiparametric estimationruin theorystatistical estimationdividendBeekman's convolution series
Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)
Cites Work
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