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dc.contributor.authorDickson, DCM
dc.contributor.authorWaters, HR
dc.date.available2014-05-21T21:04:29Z
dc.date.issued2004-05
dc.identifier.citationDickson, D. C. M. & Waters, H. R. (2004). Some Optimal Dividends Problems. ASTIN Bulletin, 34 (1), pp.49-74. https://doi.org/10.1017/s0515036100013878.
dc.identifier.issn0515-0361
dc.identifier.urihttp://hdl.handle.net/11343/28033
dc.descriptionC1 - Refereed Journal Article
dc.description.abstractWe consider a situation originally discussed by De Finetti (1957) in which a surplus process is modified by the introduction of a constant dividend barrier. We extend some known results relating to the distribution of the present value of dividend payments until ruin in the classical risk model and show how a discrete time risk model can be used to provide approximations when analytic results are unavailable. We extend the analysis by allowing the process to continue after ruin.
dc.languageen
dc.publisherCambridge University Press (CUP)
dc.subjectBanking
dc.subjectFinance and Investment
dc.titleSome Optimal Dividends Problems
dc.typeJournal Article
dc.identifier.doi10.1017/s0515036100013878
melbourne.peerreviewPeer Reviewed
melbourne.affiliationThe University of Melbourne
melbourne.affiliation.departmentEconomics
melbourne.source.titleAstin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association
melbourne.source.volume34
melbourne.source.issue1
melbourne.source.pages49-74
melbourne.publicationid31324
melbourne.elementsid265364
melbourne.contributor.authorDickson, David
dc.identifier.eissn1783-1350
melbourne.accessrightsOpen Access


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