An elementary approach to discrete models of dividend strategies
DOI10.1016/J.INSMATHECO.2009.09.010zbMATH Open1231.91433OpenAlexW2009863690MaRDI QIDQ659189FDOQ659189
Authors: H. U. Gerber, E. S. W. Shiu, Hailiang Yang 
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/125409
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Cited In (19)
- An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates
- Optimal dividend strategies in discrete risk model with capital injections
- Estimating discrete dividends by no-arbitrage
- On a discrete Markov-modulated risk model with random premium income and delayed claims
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
- On a discrete-time risk model with time-dependent claims and impulsive dividend payments
- Discounted dividends in a strategy with a step barrier function
- On a discrete risk model with delayed claims and a randomized dividend strategy
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- Obtaining the dividends-penalty identities by interpretation
- Optimal dividend-payout in random discrete time
- Upper and lower bounds for dividends in the discrete model
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