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Optimal dividends in the dual model

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  • Avanzi, Benjamin
  • U. Gerber, Hans
  • S.W. Shiu, Elias

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  • Avanzi, Benjamin & U. Gerber, Hans & S.W. Shiu, Elias, 2007. "Optimal dividends in the dual model," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 111-123, July.
    • Handle: RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123
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    References listed on IDEAS

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    1. Hans U. Gerber, 1972. "Games of Economic Survival with Discrete- and Continuous-Income Processes," Operations Research, INFORMS, vol. 20(1), pages 37-45, February.
    2. Dufresne, François & Gerber, Hans U. & Shiu, Elias S. W., 1991. "Risk Theory with the Gamma Process," ASTIN Bulletin, Cambridge University Press, vol. 21(2), pages 177-192, November.
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