TY  - JOUR
AU  - Dickson, DCM
AU  - Waters, HR
Y2  - 2014/05/21
Y1  - 2004/05
SN  - 0515-0361
UR  - http://hdl.handle.net/11343/28033
AB  - <jats:p>We 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.</jats:p>
LA  - en
PB  - Cambridge University Press (CUP)
KW  - Banking
KW  - Finance and Investment
T1  - Some Optimal Dividends Problems
DO  - 10.1017/s0515036100013878
IS  - ASTIN Bulletin
VL  - 34
IS  - 1
SP  - 49-74
L1  - /bitstream/handle/11343/28033/255173_31324.pdf?sequence=1&isAllowed=n
L1  - /bitstream/handle/11343/28033/66858_00002253_01_Research_107.pdf?sequence=5&isAllowed=y
ER  -