A Risk Model with Multilayer Dividend Strategy

By Hansjörg Albrecher *, Jürgen Hartinger. 2007

62 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/3bb94a73fde98863c5e561c543abe5c968298c6a

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. HANSJ¨ORG Albrecher
2. Eric C. K. Cheung
3. Stefan Thonhauser
4. Hailiang Yang
5. Hans U. Gerber
6. E. Shiu
7. Hansjörg Albrecher *

In Management Science and Operations Research

1. HANSJ¨ORG Albrecher
2. Stefan Thonhauser
3. Eric C. K. Cheung
4. Hailiang Yang
5. Hansjörg Albrecher *
6. Hans U. Gerber
7. E. Shiu
8. Ronnie Loeffen

In Mathematical Physics

1. Eric C. K. Cheung
2. Ronnie Loeffen

Citations in the corpus

• Randomized Observation Periods for the Compound Poisson Risk Model: Dividends (2011, background): “If T is exponentially distributed, this leads to a system of integro-differential equations (IDEs) defined on different surplus layers that are connected by certain contact conditions (the resulting analysis has similarities with equations that appear in multi-layer dividend policies of the classica”