A Risk Model with Multilayer Dividend Strategy
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2007.10597447
Reference22 articles.
1. On the discounted penalty function in a Markov-dependent risk model
2. On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
3. On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
4. “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
5. Ruin Probabilities
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