On Optimal Dividend Strategies in the Compound Poisson Model by Hans U. Gerber and Elias S.W. Shiu, April 2006

被引：1

作者：

Albrecher, Hansjoerg ^{[1
,2
]}

Thonhauser, Stefan ^{[3
]}

机构：

[1] Graz Univ Technol, Steyrergasse 30, A-8010 Graz, Austria

[2] Austrian Acad Sci, Radon Inst, Grp Leader Financial Math, Linz, Austria

[3] Austrian Acad Sci, Radon Inst, Linz, Austria

来源：

NORTH AMERICAN ACTUARIAL JOURNAL | 2006年 / 10卷 / 03期

基金：

奥地利科学基金会;

关键词：

D O I：

10.1080/10920277.2006.10597404

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：68 / 71

页数：4

共 12 条

[1] 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
[2] Authors' Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu
Zhou, Xiaowen
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (02) : 143 - +
[3] On the Merger of Two Companies, Hans Gerber and Elias S. W. Shiu, July 2006
Albrecher, Hansjoerg
Thonhauser, Stefan
Gerber, Hans
Shiu, Elias
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2007, 11 (02) : 157 - 159
[4] ON OPTIMAL DIVIDEND STRATEGIES IN THE COMPOUND POISSON MODEL
Gerber, Hans
Shiu, Elias
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (02) : 76 - 93
[5] Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle"
Zhu, Wenjun
Tan, Ken Seng
Porth, Lysa
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2021, 25 (03) : 466 - 467
[6] Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006
Ng, Andrew
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (02) : 112 - 116
[7] 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
[8] Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion
Gerber, Hans U.
Shiu, Elias S. W.
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2008, 12 (02) : 216 - 219
[9] Hans U. Gerber and Elias S. W. Shiu's Discussion on "Agricultural Insurance Ratemaking: Development of a New Premium Principle," by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)
Gerber, Hans U.
Shiu, Elias S. W.
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2021, 25 (03) : 459 - 465
[10] Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching
Wei, Jiaqin
Yang, Hailiang
Wang, Rongming
[J]. STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009, 2011, 65 : 413 - 429

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