Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model, discussion by Eric C. K. Cheung

DOI10.1080/10920277.2007.10707531zbMath1480.91242OpenAlexW2328790341MaRDI QIDQ5019718

Hans U. Gerber, Elias S. W. Shiu

Publication date: 10 January 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2007.10707531

Mathematics Subject Classification ID

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

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