Obtaining the dividends-penalty identities by interpretation
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Publication:661238
DOI10.1016/J.INSMATHECO.2010.04.008zbMath1231.91487OpenAlexW1999281155MaRDI QIDQ661238
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.04.008
Related Items (3)
Lévy risk model with two-sided jumps and a barrier dividend strategy ⋮ Statistical estimation for some dividend problems under the compound Poisson risk model ⋮ A Direct Approach to the Discounted Penalty Function
Cites Work
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- A Direct Approach to the Discounted Penalty Function
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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