On the merger of two companies

North American Actuarial Journal

Volumn 10, Issue 3, 2006, Pages 60-67

  Gerber, Hans U ^a,b   Shiu, Elias S W ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF LAUSANNE   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70350357472     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2006.10597403     Document Type: Article

References (10)

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2. Cai, Jun, Hans U. Gerber, and Hailiang Yang. 2006. Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest. North American Actuarial Journal 10(2): 94-19.
3. De Finetti, Bruno. 1957. Su un’impostazione alternativa della teoria collettiva del rischio. Transactions of the XVth International Congress of Actuaries 2: 433-43.
4. Dickson, David C. M., and Howard R. Waters. 2004. Some Optimal Dividends Problems. ASTIN Bulletin 34: 49-74.
5. Gerber, Hans U. 1972. Games of Economic Survival with Discrete-and Continuous-Income Process. Operations Research 20: 37-45.
6. Gerber, Hans U., and Elias S. W. Shiu. 2004. Optimal Dividends: Analysis with Brownian Motion. North American Actuarial Journal 8(1): 1-20.
7. Gordon, Myron J. 1962. The Investment, Financing and Valuation of the Corporation. Homewood, IL: Irwin.
8. Jeanblanc-Picqué, M., and A. N. Shiryaev. 1995. Optimization of the Flow of Dividends. Russian Mathematical Surveys 20: 257-77.
9. Toole, Jim, and Tom Herget (Eds.). 2005. Insurance Industry Mergers & Acquisitions. Schaumburg, IL: Society of Actuaries.
10. Williams, John Burr. 1938. The Theory of Investment Value. Cambridge, MA: Harvard University Press.