“On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006

North American Actuarial Journal

Volumn 11, Issue 1, 2007, Pages 158-161

  Cheung, Eric C K ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77955152533     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2007.10597442     Document Type: Article

References (5)

1. Cheung, Eric C. K., David C. M. Dickson, and Steve Drekic. 2006. Optimal Dividend Threshold Levels for Two Classes of Claim Size Distributions. In preparation.
2. Gerber, Hans U. 1979. An Introduction to Mathematical Risk Theory. Huebner Foundation Monograph 8. Homewood, IL: Richard D. Irwin.
3. Gerber, Hans U., and Elias S. W. Shiu. 1998. On the Time Value of Ruin. North American Actuarial Journal 2(1): 48-78; Discussions 72-78.
4. Tijms, Henk C. 1994. Stochastic Models: An Algorithmic Approach. Chichester: John Wiley.
5. Willmot, Gordon E., and X. Sheldon Lin. 2001. Lundberg Approximations for Compound Distributions with Insurance Applications. New York: Springer.