Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006

被引：1

|

作者：

Ng, Andrew ^{[1
]}

机构：

[1] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA

来源：

NORTH AMERICAN ACTUARIAL JOURNAL | 2006年 / 10卷 / 02期

关键词：

D O I：

10.1080/10920277.2006.10596252

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

收藏

页码：112 / 116

页数：7

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[1] Optimal Dividends in an Ornstein-Uhlenbeck-Type Model with Credit and Debit Interest, by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
Ren, Zhaoxia
Zhou, Xiaowen
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (04) : 280 - 282
[2] OPTIMAL DIVIDENDS IN AN ORNSTEIN-UHLENBECK TYPE MODEL WITH CREDIT AND DEBIT INTEREST
Cai, Jun
Gerber, Hans
Yang, Hailiang
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (02) : 94 - 108
[3] Authors' Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu
不详
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (02) : 119 - 119
[4] On Optimal Dividend Strategies in the Compound Poisson Model by Hans U. Gerber and Elias S.W. Shiu, April 2006
Albrecher, Hansjoerg
Thonhauser, Stefan
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (03) : 68 - 71
[5] On Optimal Dividend Strategies in the Compound Poisson Model, by Elias S. W. Shiu and Hans U. Gerber, April 2006
Cheung, Eric C. K.
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2007, 11 (01) : 158 - 161