메뉴 건너뛰기




Volumn 20, Issue 1, 1997, Pages 1-15

Controlled diffusion models for optimal dividend pay-out

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0031161138     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(96)00017-0     Document Type: Article
Times cited : (372)

References (35)
  • 1
    • 0002321011 scopus 로고
    • Approximations for the probability of ruin within finite time
    • Asmussen, S. (1984). Approximations for the probability of ruin within finite time. Scandinavian Actuarial Journal 31-57; ibid (1985), 57.
    • (1984) Scandinavian Actuarial Journal , pp. 31-57
    • Asmussen, S.1
  • 2
    • 0010797925 scopus 로고
    • Asmussen, S. (1984). Approximations for the probability of ruin within finite time. Scandinavian Actuarial Journal 31-57; ibid (1985), 57.
    • (1985) Scandinavian Actuarial Journal , pp. 57
  • 3
    • 0004147636 scopus 로고
    • World Scientific, Singapore, to appear
    • Asmussen, S. (1995). Ruin Probabilities. World Scientific, Singapore, to appear.
    • (1995) Ruin Probabilities
    • Asmussen, S.1
  • 5
    • 0010797926 scopus 로고
    • The capital structure of a firm
    • Borch, K. (1969). The capital structure of a firm. Swedish Journal of Economics 71, 1-13.
    • (1969) Swedish Journal of Economics , vol.71 , pp. 1-13
    • Borch, K.1
  • 15
    • 0015280761 scopus 로고
    • Games of economic survival with discrete-and continuous-income processes
    • Gerber, H.U. (1972). Games of economic survival with discrete-and continuous-income processes. Operations Research 20, 37-45.
    • (1972) Operations Research , vol.20 , pp. 37-45
    • Gerber, H.U.1
  • 16
    • 0010917502 scopus 로고
    • On optimal cancellation of policies
    • Gerber, H.U. (1977). On optimal cancellation of policies. ASTIN Bull. IX, 125-138.
    • (1977) ASTIN Bull. , vol.9 , pp. 125-138
    • Gerber, H.U.1
  • 19
    • 0002166190 scopus 로고
    • A remark on 'A class of approximations of ruin probabilities'
    • Grandell, J. (1978). A remark on 'A class of approximations of ruin probabilities'. Scandinavian Actuarial Journal 77-78.
    • (1978) Scandinavian Actuarial Journal , pp. 77-78
    • Grandell, J.1
  • 24
    • 0000399426 scopus 로고
    • Diffusion approximations in collective risk theory
    • Iglehart, D.L. (1969). Diffusion approximations in collective risk theory. Journal of Applied Probability 6, 285-292.
    • (1969) Journal of Applied Probability , vol.6 , pp. 285-292
    • Iglehart, D.L.1
  • 25
    • 0021520672 scopus 로고
    • Connections between optimal stopping and singular stochastic control. I. Monotone follower problem
    • Karatzas, I. and S.E. Shreve (1984). Connections between optimal stopping and singular stochastic control. I. Monotone follower problem. SIAM Journal Control Optimization 22, 856-877.
    • (1984) SIAM Journal Control Optimization , vol.22 , pp. 856-877
    • Karatzas, I.1    Shreve, S.E.2
  • 27
    • 0010859117 scopus 로고
    • A method for finding the optimal decision rule for a policy holder of an insurnace with a bonus system
    • Martin-Löf, A. (1973). A method for finding the optimal decision rule for a policy holder of an insurnace with a bonus system. Scandinavian Actuarial Journal 23-29.
    • (1973) Scandinavian Actuarial Journal , pp. 23-29
    • Martin-Löf, A.1
  • 28
    • 0002505208 scopus 로고
    • Premium control in an insurance system, an approach using linear control theory
    • Martin-Löf, A. (1983). Premium control in an insurance system, an approach using linear control theory. Scandinavian Actuarial Journal 1-27.
    • (1983) Scandinavian Actuarial Journal , pp. 1-27
    • Martin-Löf, A.1
  • 29
    • 0002282668 scopus 로고
    • Lectures on the use of control theory in insurance
    • Martin-Löf, A. (1994). Lectures on the use of control theory in insurance. Scandinavian Actuarial Journal 1-25.
    • (1994) Scandinavian Actuarial Journal , pp. 1-25
    • Martin-Löf, A.1
  • 30
  • 32
    • 84903985188 scopus 로고
    • Diffusion approximations for a risk process with the possibility of borrowing and interest
    • Schmidli, H. (1993). Diffusion approximations for a risk process with the possibility of borrowing and interest. Stochastic Models 10, 365-388.
    • (1993) Stochastic Models , vol.10 , pp. 365-388
    • Schmidli, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.