Add to ORKGISBN 07340 3008 8We consider a classical surplus process modified by the paymentof dividends when the insurer’s surplus exceeds a threshold. We use aprobabilistic argument to obtain general expressions for the expected present value of dividend payments, and show how these expressions can be applied for certain individual claim amount distributions. We then consider the question of maximising the expected present valueof dividend payments subject to a constraint on the insurer’s ruin probability
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
We consider the optimal dividends problem for a company whose cash reserves follow a general Lévy pr...
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction...
C1 - Refereed Journal ArticleABSTRACT We consider a classical surplus process modified by the payme...
The problem of finding the optimal dividend strategy is very important for insurance companies. In...
C1 - Refereed Journal ArticleWe consider a situation originally discussed by De Finetti (1957) in wh...
In most countries the authorities impose capital requirements on insurance companies in order to avo...
The paper studies a discrete counterpart of Gerber et al. (2006). The surplus of an insurance compa...
Consider the classical compound Poisson model of risk theory, in which dividends are paid to the sha...
In this paper, we consider the optimal dividend strategy for an insurer whose surplus process is mod...
A Dissertation Submitted in Partial Fulfillment of the Requirements for the Degree of Doctor of Phi...
We consider the compound Poisson risk model with debit interest and dividend payments. The model ass...
We consider a compound Poisson risk model in which part of the premium is paid to the shareholders a...
In this paper we study the optimal dividend problem where the surplus process of an insurance compan...
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to a...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
We consider the optimal dividends problem for a company whose cash reserves follow a general Lévy pr...
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction...
C1 - Refereed Journal ArticleABSTRACT We consider a classical surplus process modified by the payme...
The problem of finding the optimal dividend strategy is very important for insurance companies. In...
C1 - Refereed Journal ArticleWe consider a situation originally discussed by De Finetti (1957) in wh...
In most countries the authorities impose capital requirements on insurance companies in order to avo...
The paper studies a discrete counterpart of Gerber et al. (2006). The surplus of an insurance compa...
Consider the classical compound Poisson model of risk theory, in which dividends are paid to the sha...
In this paper, we consider the optimal dividend strategy for an insurer whose surplus process is mod...
A Dissertation Submitted in Partial Fulfillment of the Requirements for the Degree of Doctor of Phi...
We consider the compound Poisson risk model with debit interest and dividend payments. The model ass...
We consider a compound Poisson risk model in which part of the premium is paid to the shareholders a...
In this paper we study the optimal dividend problem where the surplus process of an insurance compan...
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to a...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
We consider the optimal dividends problem for a company whose cash reserves follow a general Lévy pr...
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction...