Optimal Dividends

By Hans U. Gerber, E. Shiu. 2004

209 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/149ca003abda87a5106dbd9966764655345149e0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Hailiang Yang
2. Kam Chuen Yuen
3. Hans U. Gerber
4. E. Shiu
5. Hansjörg Albrecher *
6. Minghe Zhou
7. Jürgen Hartinger
8. Chi-sang. Liu

In Management Science and Operations Research

1. Kam Chuen Yuen
2. Hailiang Yang
3. Minghe Zhou
4. Hans U. Gerber
5. E. Shiu
6. Hansjörg Albrecher *
7. Jürgen Hartinger
8. Chi-sang. Liu

In Statistics and Probability

1. Hailiang Yang
2. Hans U. Gerber
3. Kam Chuen Yuen
4. Hansjörg Albrecher *
5. E. Shiu
6. Jürgen Hartinger
7. Shuanming Li
8. Kristina P. Pavlova

Citations in the corpus

• Optimal Investment for an Insurer to Minimize Its Probability of Ruin (2004, background): “Recently many papers have been published on this topic: see, for example, Gerber and Shiu (2004), Højgaard and Taksar (1998a, 1998b, 2000), and Taksar and Markussen (2003).”
• Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle (2012, background): “For recent papers, see Gerber and Shiu (2003, 2004, 2006), Lin and Pavlova (2006), Yuen et al. (2007, 2008, 2009), Dong et al. (2009) and references therein.”
• On optimal dividends: From reflection to refraction (2006, background): “See, for example, (2.17) in Gerber and Shiu (2004a) .”
• A Risk Model with Multilayer Dividend Strategy (2007, background): “As in Gerber and Shiu (2004), the representation my M (u, y) 1 W (u) k k,mm!m 1 in the PIDE for Mk(u, y) then gives integro-differential equations for Wk,m(u, b): u (c a ) m W (u) W (u z) dP(z) ma W (u) 0, u [b , b ) i i k,m k,m i k,m 1 i 1 i 0 u (2.18) for m and i 1, . . . , k, with boundary…”