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Optimal Dividend Payment Strategy under Stochastic Interest Force

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  • Xia Zhao
  • Bo Zhang
  • Zechun Mao

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Suggested Citation

  • Xia Zhao & Bo Zhang & Zechun Mao, 2007. "Optimal Dividend Payment Strategy under Stochastic Interest Force," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(6), pages 927-936, December.
    • Handle: RePEc:spr:qualqt:v:41:y:2007:i:6:p:927-936
    DOI: 10.1007/s11135-006-9019-5
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    References listed on IDEAS

    as
    1. Hans Gerber & Elias Shiu, 1998. "On the Time Value of Ruin," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 48-72.
    2. Beekman, John A. & Fuelling, Clinton P., 1990. "Interest and mortality randomness in some annuities," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 185-196, September.
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    Cited by:

    1. Xia Zhao & Bo Zhang, 2012. "Pricing perpetual options with stochastic discount interest rates," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(1), pages 341-349, January.

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