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On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 709-746
Persistent link: https://www.econbiz.de/10011669766
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Common shock models for claim arrays
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1109-1136
Persistent link: https://www.econbiz.de/10011999873
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Correlations between insurance lines of business : an illusion or a real phenomenon? : some methodological considerations
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 225-263
Persistent link: https://www.econbiz.de/10011576713
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On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements
Avanzi, Benjamin; Henriksen, Lars Frederik Brandt; … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 647-672
Persistent link: https://www.econbiz.de/10011875676