Author:
Albrecher Hansjörg,Claramunt M.Mercè,Mármol Maite
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference28 articles.
1. Discussion of “Optimal Dividends: Analysis with Brownian Motion” by H. Gerber and E. Shiu;Albrecher;N. Am. Actuarial J.,2004
2. Albrecher, H., Hartinger, J., Tichy, R.F., 2005. On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. Scand. Actuarial J. (2), 103–126.
3. Risk theory with a non-linear dividend barrier;Albrecher;Computing,2002
4. Simulation methods in ruin models with non-linear dividend barriers;Albrecher;Math. Comput. Simulat.,2003
5. Controlled diffusion models for optimal dividend pay-out;Asmussen;Insur. Math. Econ.,1997
Cited by
63 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