“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006

DOI10.1080/10920277.2006.10597408zbMath1480.91258OpenAlexW2051802975MaRDI QIDQ5018731

Xiao-Wen Zhou

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597408

Mathematics Subject Classification ID

Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

Related Items (1)

The compound Poisson risk model with multiple thresholds

Cites Work

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• Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
• The compound Poisson risk model with a threshold dividend strategy
• On a Classical Risk Model with a Constant Dividend Barrier
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
• Games of Economic Survival with Discrete- and Continuous-Income Processes

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