Methods for estimating the optimal dividend barrier and the probability of ruin
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References listed on IDEAS
- Dufresne, François & Gerber, Hans U. & Shiu, Elias S. W., 1991. "Risk Theory with the Gamma Process," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 21(02), pages 177-192, November.
- Chan, Beda, 1990. "Ruin Probability for Translated Combination of Exponential Claims," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 20(01), pages 113-114, April.
- Dickson, D. C. M. & Drekic, S., 2006. "Optimal Dividends Under a Ruin Probability Constraint," Annals of Actuarial Science, Cambridge University Press, vol. 1(02), pages 291-306, September.
- Dickson,David C. M., 2005. "Insurance Risk and Ruin," Cambridge Books, Cambridge University Press, number 9780521846400, September.
- Gerber, Hans U. & Lin, X. Sheldon & Yang, Hailiang, 2006. "A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 36(02), pages 489-503, November.
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- Liu, Zaiming & Li, Manman & Ameer, Sherbaz, 2009. "Methods for estimating optimal Dickson and Waters modification dividend barrier," Economic Modelling, Elsevier, vol. 26(5), pages 886-892, September.
- Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi, 2008. "On a risk model with debit interest and dividend payments," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2426-2432, October.
- repec:eee:insuma:v:76:y:2017:i:c:p:48-55 is not listed on IDEAS
- Wang, Chunwei & Yin, Chuancun & Li, Erqiang, 2010. "On the classical risk model with credit and debit interests under absolute ruin," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 427-436, March.
- Gerber, Hans U. & Smith, Nathaniel, 2008. "Optimal dividends with incomplete information in the dual model," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 227-233, October.
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