Maximizing Dividends without Bankruptcy

By Hans U. Gerber, E. Shiu, N. Smith. ASTIN Bulletin: The Journal of the International Actuarial Association, 2006

55 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5487d38612029a3f0b8120a4f3db7545120995af

How researchers see this paper

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

In Demography

1. Ronnie Loeffen
2. Hailiang Yang
3. Jean-François Renaud
4. Hans U. Gerber
5. X. Lin
6. Andreas E. Kyprianou
7. Xiaowen Zhou
8. Chuancun Yin

In Economics and Econometrics

1. Ronnie Loeffen
2. Jean-François Renaud
3. Hailiang Yang
4. X. Lin
5. Hans U. Gerber
6. Zhibin Liang

In Management Science and Operations Research

1. Jean-François Renaud
2. Ronnie Loeffen
3. Hailiang Yang
4. Hans U. Gerber
5. Andreas E. Kyprianou
6. Xiaowen Zhou
7. X. Lin
8. Chuancun Yin

Citations in the corpus

• De Finetti's optimal dividends problem with an affine penalty function at ruin (2010, background): “In these three papers, the optimality of the barrier level within the family of barrier strategies is considered, not the optimality of the barrier strategy among all admissible strategies.”
• A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006, background): “values for K = 0 and K = 1 can be found in Tables 3 and 4 of Gerber et al. (2006) .”