On dividends in the phase–type dual risk model
Author:
Affiliation:
1. Department of Mathematics, ISEG and CEMAPRE, Universidade de Lisboa, Lisboa, Portugal.
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2016.1252944
Reference30 articles.
1. Dividend problems in the dual risk model
2. On the dual risk model with tax payments
3. On the discounted penalty function in a Markov-dependent risk model
4. Strategies for Dividend Distribution: A Review
5. Optimal Dividends in the Dual Model with Diffusion
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