Optimal dividends with incomplete information in the dual model

DOI10.1016/j.insmatheco.2008.06.002zbMath1189.91074OpenAlexW2058276706MaRDI QIDQ974808

Hans U. Gerber, Nathaniel J. Smith

Publication date: 8 June 2010

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.06.002

zbMATH Keywords

diffusion approximationsoptimal dividend barrierDe Vylder approximationsgamma approximationsgamma process approximations

Mathematics Subject Classification ID

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Cites Work

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• Methods for estimating the optimal dividend barrier and the probability of ruin
• Optimal dividends in the dual model
• Aspects of risk theory
• Optimal Dividends
• On the Time Value of Ruin

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