On optimal periodic dividend strategies in the dual model with diffusion

Author:

Avanzi Benjamin,Tu Vincent,Wong Bernard

Publisher

Elsevier BV

Subject

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

Reference20 articles.

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

2. Randomized observation periods for the compound Poisson risk model: dividends;Albrecher;Astin Bull.,2011

3. The optimal dividend barrier in the gamma–omega model;Albrecher;Eur. Actuar. J.,2011

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

5. Payout Policy;Allen,2003

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