The compound Poisson risk model with a threshold dividend strategy
By Kristina P. Pavlova. 2006
190 citations recorded by the source corpus.
Subfields: Demography, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/253b5cd0a45e2742d147f55ced668a4f3dac10d3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- Andreas E. Kyprianou
- Ronnie Loeffen
- Hailiang Yang
- Hans U. Gerber
- Hansjörg Albrecher *
- X. Lin
- Jürgen Hartinger
- Xiaowen Zhou
In Management Science and Operations Research
- Andreas E. Kyprianou
- Ronnie Loeffen
- Hailiang Yang
- Xiaowen Zhou
- Hansjörg Albrecher *
- Chuancun Yin
- Zbigniew Palmowski
- Hans U. Gerber
In Statistics and Probability
- Andreas E. Kyprianou
- Hailiang Yang
- Hans U. Gerber
- Hansjörg Albrecher *
- Ronnie Loeffen
- Jürgen Hartinger
- X. Lin
- Shuanming Li
Citations in the corpus
- Refracted Lévy processes (2008, background): “[24,32,35–37]) none of them go beyond the case of a compound Poisson jump structure.”
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006, background): “One such dividend strategy is the threshold strategy; then a constant fraction of the premium income is paid as dividends as long as the surplus is above the threshold b, see Gerber and Shiu (2006) and Lin and Pavlova (2006).”
- A Risk Model with Multilayer Dividend Strategy (2007, background): “For k 2, formula (2.12) matches the corresponding expression in Lin and Pavlova (2006).”