A note on moments of dividends
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10255-011-0074-x.pdf
Reference4 articles.
1. Gerber, H.U., Lin, S., Yang, H. A note on the dividends-penalty identity and the optimal dividend barrier. Astin Bulletin, 36(2): 489–503 (2006)
2. Gerber, H.U., Shiu, E.S.W. Reply to Discussions on “Optimal Dividends: Analysis with Brownian Motion”. North American Actuarial Journal, 8(2): 113–115 (2004)
3. Kyprianou, A., Palmowski, Z. Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Journal of Applied Probability, 44: 428–443 (2007)
4. Renaud, J., Zhou, X. Distribution of the present value of dividend payments in a Lévy risk model. Journal of Applied Probability, 44: 420–427 (2007)
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