Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes

By Bai Lihua   Guo Junyi  

Scandinavian Actuarial Journal, Vol. 2010, Iss. 1, 2010-03 ,pp. : 36-55

Taylor & Francis Ltd

Access to resources Recommend Favorite

Optimal expected exponential utility of dividend payments in a Brownian risk model

By Grandits Peter  

Scandinavian Actuarial Journal, Vol. 2007, Iss. 2, 2007-01 ,pp. : 73-107

Taylor & Francis Ltd

Access to resources Recommend Favorite

The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion

By Li Shuanming  

Scandinavian Actuarial Journal, Vol. 2006, Iss. 2, 2006-03 ,pp. : 73-85

Taylor & Francis Ltd

Access to resources Recommend Favorite

Optimal dividend strategy with transaction costs for an upward jump model

By Zhou Ming   Yiu Ka Fai Cedric  

Quantitative Finance, Vol. 14, Iss. 6, 2014-06 ,pp. : 1097-1106

Routledge Ltd

Access to resources Recommend Favorite

On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier

By Albrecher Hansjörg  

Scandinavian Actuarial Journal, Vol. 2005, Iss. 2, 2005-04 ,pp. : 103-126

Taylor & Francis Ltd

Access to resources Recommend Favorite