Optimal dividend policies for piecewise-deterministic compound Poisson risk models

Author： Feng Runhuan   Volkmer Hans W.   Zhang Shuaiqi   Zhu Chao  

Publisher： Taylor & Francis Ltd

E-ISSN： 1651-2030|2015|5|423-454

ISSN： 0346-1238

Source： Scandinavian Actuarial Journal, Vol.2015, Iss.5, 2015-07, pp. : 423-454

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

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

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

Access to resources Recommend Favorite

Optimal dividend policies with transaction costs for a class of jump-diffusion processes

By Hunting Martin   Paulsen Jostein  

Finance and Stochastics, Vol. 17, Iss. 1, 2013-01 ,pp. : 73-106

Springer Publishing Company

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

Optimal dividend control for a generalized risk model with investment incomes and debit interest

By Zhu Jinxia  

Scandinavian Actuarial Journal, Vol. 2013, Iss. 2, 2013-03 ,pp. : 140-162

Taylor & Francis Ltd

Access to resources Recommend Favorite