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Linkage Projects - Grant ID: LP130100723

Title
Linkage Projects - Grant ID: LP130100723
Funding
ARC | Linkage Projects
Contract (GA) number
LP130100723
Start Date
2013/01/01
End Date
2016/12/31
Open Access mandate
no
Organizations
-
More information
http://purl.org/au-research/grants/arc/LP130100723

 

  • On optimal joint reflective and refractive dividend strategies in spectrally positive L\'evy models

    Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi (2016)
    Projects: ARC | Linkage Projects - Grant ID: LP130100723 (LP130100723)
    The expected present value of dividends is one of the classical stability criteria in actuarial risk theory. In this context, numerous papers considered threshold (refractive) and barrier (reflective) dividend strategies. These were shown to be optimal in a number of different contexts for bounded and unbounded payout rates, respectively. In this paper, motivated by the behaviour of some dividend paying stock exchange companies, we determine the optimal dividend strategy when both continuous ...
  • No project research data found
  • Scientific Results

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    PUBLICATIONS BY ACCESS MODE

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