Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou
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Publication:5018732
DOI10.1080/10920277.2006.10597409zbMath1480.91206OpenAlexW4244013810MaRDI QIDQ5018732
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/10.1080/10920277.2006.10597409
Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)
Related Items (4)
On the optimality of the refraction-reflection strategies for Lévy processes ⋮ On optimality of the barrier strategy for a general Lévy risk process ⋮ Risk process with stochastic income and two-step premium rate ⋮ “Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
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