Dividends: From refracting to ratcheting-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Dividends: From refracting to ratcheting

Published:2018-11 Issue: Volume:83 Page:47-58
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Albrecher Hansjörg,Bäuerle Nicole,Bladt Martin

Funder

Swiss National Science Foundation

Publisher

Elsevier BV

Subject

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

Reference27 articles.

1. Optimal dividend-payout in random discrete time;Albrecher;Stat. Risk Model.,2011

2. The tax identity in risk theory: a simple proof and an extension;Albrecher;Insurance Math. Econom.,2009

3. Risk theory with affine dividend payment strategies;Albrecher,2017

4. Optimality results for dividend problems in insurance;Albrecher;RACSAM Rev. R. Acad. Cienc. Exactas Fis. Nat. Ser. A Mat.,2009

5. Ruin Probabilities;Asmussen,2010

Cited by 13 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. Optimal Ratcheting of Dividends with Capital Injection;Mathematics of Operations Research;2024-08-13

2. Stable dividends under linear-quadratic optimisation;Quantitative Finance;2023-07-24

3. Measuring the suboptimality of dividend controls in a Brownian risk model;Advances in Applied Probability;2023-06-07

4. Optimal dividends under a drawdown constraint and a curious square-root rule;Finance and Stochastics;2023-03-24

5. A refracted Lévy process with delayed dividend pullbacks;Scandinavian Actuarial Journal;2023-01-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP