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

DOI10.1080/10920277.2007.10597480zbMath1480.91193OpenAlexW2068799079MaRDI QIDQ5019761

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/10.1080/10920277.2007.10597480

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• On optimal dividends: from reflection to refraction
• On Optimal Dividend Strategies In The Compound Poisson Model
• “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006
• Fitting combinations of exponentials to probability distributions
• On the Time Value of Ruin

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