Optimal dividends in the dual model

By Benjamin Avanzi, Hans U. Gerber, E. Shiu. 2007

118 citations recorded by the source corpus.

Subfields: Demography, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/fbc092bf45cca05c958895054ea0c8a8f9220b57

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. Kam Chuen Yuen
2. Chuancun Yin

In Management Information Systems

1. Kam Chuen Yuen
2. Chuancun Yin

In Management Science and Operations Research

1. Kam Chuen Yuen
2. Chuancun Yin
3. Andreas E. Kyprianou
4. Zhibin Liang

Citations in the corpus

• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (2014, background): “[6] discussed how the expectation of the discounted dividends until ruin can be calculated for the dual model when the gain amounts follow an exponential distribution or a mixture of exponential distributions, and showed how the exact value of the optimal dividend barrier can be determined; and Avan”