Author:
Albrecher Hansjörg,Thonhauser Stefan
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Geometry and Topology,Algebra and Number Theory,Analysis
Reference124 articles.
1. Albrecher, H., Borst, S., Boxma, O. andResing, J., (2009). The tax identity in risk theory — a simple proof and an extension, Insurance Math. Econom., 44, 2, 304–306..
2. Albrecher, H., Claramunt, M. M. andMármol, M., (2005). On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times,Insurance Math. Econom.,37(2), 324–334.
3. Albrecher, H. andHartinger, J., (2006). On the non-optimality of horizontal dividend barrier strategies in the Sparre Andersen model,Hermis J. Comp. Math. Appl.,7, 109–122.
4. Albrecher, H. andHartinger, J., (2007). A risk model with multi-layer dividend strategy,N. Am. Actuar. J.,11(2), 43–64.
5. Albrecher, H., Hartinger, J. andTichy, R. F., (2005). On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier,Scand. Actuar. J.,2005(2), 103–126.
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