Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006

DOI10.1080/10920277.2008.10597515zbMath1481.91169OpenAlexW1992397222MaRDI QIDQ5022539

Elias S. W. Shiu, Hans U. Gerber

Publication date: 19 January 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597515

Mathematics Subject Classification ID

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

Cites Work

• The Time Value of Ruin in a Sparre Andersen Model
• On the Time Value of Ruin

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