SHAREHOLDER RISK MEASURES-Reference-Cited by-同舟云学术

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SHAREHOLDER RISK MEASURES

Published:2016-11-24 Issue:1 Volume:28 Page:5-28
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Coculescu Delia¹,Rochet Jean-Charles²

Affiliation:

1. Universität Zürich

2. Universität Zürich, Swiss Finance Institute, and Toulouse School of Economics

Funder

European Research Council

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/mafi.12142/fullpdf

Reference26 articles.

1. Optimal Dividend Strategies for a Risk Process under Force of Interest;Albrecher;Insur. Math. Econ.,2008

2. Coherent Measures of Risk;Artzner;Math. Finance,1999

3. Controlled Diffusion Models for Optimal Dividend Pay-Out;Asmussen;Insur. Math. Econ.,1997

4. On the Optimal Dividend Problem for a Spectrally Negative Lévy Process;Avram;Ann. Appl. Probab.,2007

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