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The optimal dividend barrier in the Gamma–Omega model

  • Published:2011-05-26 Issue:1 Volume:1 Page:43-55
  • ISSN:2190-9733
  • Container-title:European Actuarial Journal
  • language:en
  • Short-container-title:Eur. Actuar. J.

Author:

Albrecher Hansjörg,Gerber Hans U.,Shiu Elias S. W.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference13 articles.

1. Albrecher H, Bäuerle N, Thonhauser S (2011) Optimal dividend-payout in random discrete time. (submitted)

2. Albrecher H, Cheung ECK, Thonhauser S (2010) Randomized observation periods for the compound Poisson risk model: dividends. (submitted)

3. Albrecher H, Thonhauser S (2009) Optimality results for dividend problems in insurance. RACSAM Revista de la Real Academia de Ciencias; Serie A, Matemáticas 103(2):295–320

4. Avanzi B (2009) Strategies for dividend distribution: a review. North Am Actuar J 13(2):217–251

5. de Finetti B (1957) Su un’ impostazione alternativa della teoria collettiva del rischio. Trans XVth Int Congress Actuar 2:433–443

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