A note on moments of dividends
type: Item
instance of: scholarly article
title: A note on moments of dividends
zbMATH Open document ID: 1299.91052
author: Hansjörg Albrecher
author: H. U. Gerber
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2014-11-27T00:00:00Z
full work available at URL: REF.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6374507
zbMATH Keywords: dividends
zbMATH Keywords: barrier strategies
zbMATH Keywords: stationary Markov process
zbMATH Keywords: scale function
MaRDI profile type: Publication
OpenAlex ID: W1966802128
cites work: A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
cites work: Optimal Dividends
cites work: Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
cites work: Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
DOI: 10.1007/S10255-011-0074-X
description: scientific article; zbMATH DE number 6374507