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

DOI10.1080/10920277.2007.10597442zbMath1480.91192OpenAlexW2026032272MaRDI QIDQ5019717

Eric C. K. Cheung

Publication date: 10 January 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597442

Mathematics Subject Classification ID

Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

Related Items (1)

“A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007

Cites Work

• Lundberg approximations for compound distributions with insurance applications
• On the Time Value of Ruin
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