On The Merger Of Two Companies
From MaRDI portal
Publication:5018730
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
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
This page was built for publication: On The Merger Of Two Companies