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Optimality of the threshold dividend strategy for the compound Poisson model · Study

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ArticleOptimality of the threshold dividend strategy for the compound Poisson model

Chuancun Yin2011

Article2011

Optimality of the threshold dividend strategy for the compound Poisson model

Chuancun Yin · Kam Chuen Yuen

91 citations·0/0 files stored·Statistics & Probability Letters

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Probability and Risk Models Probability and Statistical Research Stochastic processes and financial applications

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References

1998On the Time Value of Ruin 1997Controlled diffusion models for optimal dividend pay-out 1995Optimization of the flow of dividends 2007On the optimal dividend problem for a spectrally negative Lévy process 2004Optimal Dividends 2007Stochastic Control in Insurance 2005OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL 2006On Optimal Dividend Strategies In The Compound Poisson Model

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2009Optimality results for dividend problems in insurancearticle · 10 shared references 2011Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costsarticle · 10 shared references 2009Strategies for Dividend Distribution: A Reviewarticle · 9 shared references 2012Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processesarticle · 9 shared references 2011On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk-process in the presence of a penalty functionpreprint · 8 shared references 2008Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxesarticle · 8 shared references

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Year2011

Typearticle

Published2011-08-05

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations91

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.spl.2011.07.022

openalex_workW2080599320

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