On The Merger Of Two Companies

DOI10.1080/10920277.2006.10597403zbMath1480.91306OpenAlexW1597449809MaRDI QIDQ5018730

Elias S. W. Shiu, Hans U. Gerber

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597403

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (9)

A two-dimensional dividend problem for collaborating companies and an optimal stopping problem ⋮ Estimation of the coefficient of variation for non-normal model using progressive first-failure-censoring data ⋮ A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme ⋮ On the gain of collaboration in a two dimensional ruin problem ⋮ Optimal dividend strategies for two collaborating insurance companies ⋮ Optimal dividend payments for a two-dimensional insurance risk process ⋮ Asymptotics of the sample coefficient of variation and the sample dispersion ⋮ Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement ⋮ Ruin probability in a two-dimensional model with correlated Brownian motions

Cites Work

• Some Optimal Dividends Problems
• Optimization of the flow of dividends
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
• Games of Economic Survival with Discrete- and Continuous-Income Processes
• Optimal Dividends
• Unnamed Item

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