Optimal dividends in the dual model

DOI10.1016/J.INSMATHECO.2006.10.002zbMATH Open1131.91026OpenAlexW2100372497MaRDI QIDQ997089FDOQ997089

Authors: Benjamin Avanzi, H. U. Gerber, E. S. W. Shiu 

Publication date: 19 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.10.002

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• scientific article; zbMATH DE number 6262709

zbMATH Keywords

barrier strategycompound Poisson processpositive jumps

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Corporate finance (dividends, real options, etc.) (91G50)

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