Discounted dividends in a strategy with a step barrier function-Reference-Cited by-同舟云学术

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Discounted dividends in a strategy with a step barrier function

Published:2016-09 Issue:5 Volume:71 Page:200-203
ISSN:0027-1322
Container-title:Moscow University Mathematics Bulletin
language:en
Short-container-title:Moscow Univ. Math. Bull.

Author:

Muromskaya A.A.

Publisher

Allerton Press

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.3103/S0027132216050053.pdf

Reference5 articles.

1. H. U. Gerber, “Entscheidungskriterien für den zusammengesetzten Poisson-Prozess,” Schweiz. Verein. Versicherungsmath. Mitt. 69, 185 (1969).

2. H. U. Gerber, “A Characteristic Property of the Poisson Distribution,” Amer. Statist. 33 (2), 85 (1979).

3. H. U. Gerber, E. S. W. Shiu, and N. Smith, “Maximizing Dividends without Bankruptcy,” ASTIN Bull. 36 (1), 5 (2006).

4. H. Bühlmann, Mathematical Methods in Risk Theory (Springer-Verlag, Berlin, Heidelberg, N.Y. 1970).

5. N. V. Karapetyan, “Optimization of Dividends Payment Barrier for Gamma-Distribution of Claims,” Vestn. Mosk. Univ., Matem. Mekhan., No. 5, 57 (2009).

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asymptotic analysis and optimization of some insurance models;Applied Stochastic Models in Business and Industry;2018-06

2. New Research Directions in Modern Actuarial Sciences;Springer Proceedings in Mathematics & Statistics;2017

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