Statistical estimation for dividend problems under threshold dividend strategy
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Cites work
- A Fourier-cosine method for finite-time ruin probabilities
- A novel pricing method for European options based on Fourier-cosine series expansions
- Controlled diffusion models for optimal dividend pay-out
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
- Estimation of the expected discounted penalty function for Lévy insurance risks
- scientific article; zbMATH DE number 3364606 (Why is no real title available?)
- Nonparametric estimation of some dividend problems in the perturbed compound Poisson model
- On a dual model with a dividend threshold
- On a perturbed MAP risk model under a threshold dividend strategy
- On optimal dividend strategies in the compound Poisson model
- Optimal control with absolutely continuous strategies for spectrally negative Lévy processes
- Statistical estimation for some dividend problems under the compound Poisson risk model
- The compound Poisson risk model with a threshold dividend strategy
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
- The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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