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Subject
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Barrier strategy 2 Compound Poisson risk model 2 Dividend decisions 2 Erlangization 2 Randomized observations 2 Dividend 1 Dividend strategy 1 Dividende 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Theorie 1 Theory 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Cheung, Eric C. K. 1 Cheung, Eric C.K. 1 Choi, Michael C. H. 1 Choi, Michael C.H. 1
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Insurance 1 Insurance: Mathematics and Economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions
Choi, Michael C.H.; Cheung, Eric C.K. - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 121-132
In this paper, we further extend the insurance risk model in Albrecher et al. (2011b), who proposed to only intervene in the compound Poisson risk process at the discrete time points {Lk}k=0∞ where the event of ruin is checked and dividend decisions are made. In practice, an insurance company...
Persistent link: https://www.econbiz.de/10011116631
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Cover Image
On the expected discounted dividends int he Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Choi, Michael C. H.; Cheung, Eric C. K. - In: Insurance 59 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010469165
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