On Optimal Dividend Strategies In The Compound Poisson Model

By H. Asa, Elias S. W. Shiu Asa. 2006

57 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/7bf8d2a4c8bc53db4ee4b52c1433e2e71d028309

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. Xiaowen Zhou
2. Kristina P. Pavlova
3. Yi Lu
4. Jean-François Renaud
5. Shuanming Li
6. Andreas E. Kyprianou
7. Hansjörg Albrecher *
8. Gordon E. Willmot

In Management Science and Operations Research

1. Xiaowen Zhou
2. Kristina P. Pavlova
3. Yi Lu
4. Shuanming Li
5. Jean-François Renaud
6. Andreas E. Kyprianou
7. Hansjörg Albrecher *
8. Ronnie Loeffen

In Statistics and Probability

1. Yi Lu
2. Kristina P. Pavlova
3. Shuanming Li
4. Xiaowen Zhou
5. Jean-François Renaud
6. Gordon E. Willmot

Citations in the corpus

• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (2007, methodology): “The mean value of D was previously computed by Zhou [15].”
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (2007, methodology): “…Albrecher and Kainhofer (2002), Højgaard (2002), Lin, Willmot, and Drekic (2003), Dickson and Waters (2004), Li and Garrido (2004), Albrecher, Claramunt, and Marmol (2005), Albrecher and Hartinger (2006), Gerber, Lin, and Yang (2006), Gerber and Shiu (2006a), Li (2006), and Li and Dickson (2006).”
• The compound Poisson risk model with a threshold dividend strategy (2006, background): “pairs of equations (5.1), (5.2) and (10.2), (10.3) in Gerber and Shiu (2005a) are special cases”