On the dual risk model with tax payments

By Hansjörg Albrecher *, Andrei L. Badescu, David Landriault. 2008

82 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/bae44d0cf0572d7340eaa7fdf5abda9a803b0dbb

Citations in the corpus

• On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency (2013, unknown): “9) Interestingly, similar smooth pasting condition at u = b can also be found in equation (8) of Albrecher et al. (2011a) in which both dividend decisions and the event of ruin are monitored periodically.”