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Volumn 34, Issue 1, 2004, Pages 49-74

Some Optimal Dividends Problems

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EID: 85011523938     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013878     Document Type: Article
Times cited : (192)

References (17)
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  • 8
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    • Recursive calculation of survival probabilities
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  • 11
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    • Optimal dividends: analysis with Brownian motion
    • Gerber, H.U. and Shiu, E.S.W. (2004) Optimal dividends: analysis with Brownian motion. North American Actuarial Journal. 8(1), 1–20.
    • (2004) North American Actuarial Journal , vol.8 , Issue.1 , pp. 1-20
    • Gerber, H.U.1    Shiu, E.S.W.2
  • 12
    • 85011246805 scopus 로고    scopus 로고
    • Optimal dynamic premium control in non-life insurance. Maximising dividend pay-outs
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    • (2002) Scandinavian Actuarial Journal , pp. 225-245
    • Højgaard, B.1
  • 14
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    • The classical Poisson risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
    • Lin, X.S., Willmot, G.E. and Drekic, S. (2003) The classical Poisson risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Insurance: Mathematics & Economics. 33, 551–566.
    • (2003) Insurance: Mathematics & Economics , vol.33 , pp. 551-566
    • Lin, X.S.1    Willmot, G.E.2    Drekic, S.3
  • 15
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    • Discussion of ‘On the time value of ruin
    • Pafumi, G. (1998) Discussion of ‘On the time value of ruin’. North American Actuarial Journal. 2, 75–76.
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    • Pafumi, G.1
  • 16
    • 0031572689 scopus 로고    scopus 로고
    • Optimal choice of dividend barriers for a risk process with stochastic return on investments
    • Paulsen, J. and Gjessing, H.K. (1997) Optimal choice of dividend barriers for a risk process with stochastic return on investments. Insurance: Mathematics & Economics. 20, 215–223.
    • (1997) Insurance: Mathematics & Economics , vol.20 , pp. 215-223
    • Paulsen, J.1    Gjessing, H.K.2
  • 17
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    • A process with stochastic claim frequency and a linear dividend barrier
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    • (1999) Insurance: Mathematics & Economics , vol.24 , pp. 51-65
    • Siegl, T.1    Tichy, R.E.2


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