Optimal dividends and ALM under unhedgeable risk-Reference-Cited by-同舟云学术

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Optimal dividends and ALM under unhedgeable risk

Published:2013-11 Issue:3 Volume:53 Page:515-523
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pelsser Antoon A.J.,Laeven Roger J.A.

Funder

NWO Grant

NWO VENI Grant 2006

NWO VIDI Grant 2009

Publisher

Elsevier BV

Subject

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

Reference18 articles.

1. Controlled diffusion models for optimal dividend pay-out;Asmussen;Insurance: Mathematics and Economics,1997

2. The theory of risk;Borch;Journal of the Royal Statistical Society. Series B (Methodological),1967

3. The capital structure of a firm;Borch;The Swedish Journal of Economics,1969

4. Mathematical Methods in Risk Theory;Bühlmann,1970

5. The Theory of Stochastic Processes;Cox,1965

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