On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy

By Li Shuanming  

Scandinavian Actuarial Journal, Vol. 2010, Iss. 2, 2010-06 ,pp. : 136-147

Taylor & Francis Ltd

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On the analysis of a multi-threshold Markovian risk model

By Badescu Andrei  

Scandinavian Actuarial Journal, Vol. 2007, Iss. 4, 2007-01 ,pp. : 248-260

Taylor & Francis Ltd

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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

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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

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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

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