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Article: On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Title | On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency |
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Authors | |
Keywords | Barrier strategy Dividends Dual model Erlangization Ruin |
Issue Date | 2013 |
Publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime |
Citation | Insurance: Mathematics and Economics, 2013, v. 52 n. 1, p. 98-113 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/186272 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Avanzi, B | en_US |
dc.contributor.author | Cheung, ECK | en_US |
dc.contributor.author | Wong, B | en_US |
dc.contributor.author | Woo, JK | en_US |
dc.date.accessioned | 2013-08-20T12:02:41Z | - |
dc.date.available | 2013-08-20T12:02:41Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | Insurance: Mathematics and Economics, 2013, v. 52 n. 1, p. 98-113 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/186272 | - |
dc.language | eng | en_US |
dc.publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime | en_US |
dc.relation.ispartof | Insurance: Mathematics and Economics | en_US |
dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in Insurance: Mathematics and Economics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Insurance: Mathematics and Economics, 2013, v. 52 n. 1, p. 98-113. DOI: 10.1016/j.insmatheco.2012.10.008 | en_US |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Barrier strategy | - |
dc.subject | Dividends | - |
dc.subject | Dual model | - |
dc.subject | Erlangization | - |
dc.subject | Ruin | - |
dc.title | On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency | en_US |
dc.type | Article | en_US |
dc.identifier.email | Cheung, ECK: eckc@hku.hk | en_US |
dc.identifier.email | Woo, JK: jkwoo@hku.hk | en_US |
dc.identifier.authority | Cheung, ECK=rp01423 | en_US |
dc.identifier.authority | Woo, JK=rp01623 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1016/j.insmatheco.2012.10.008 | - |
dc.identifier.scopus | eid_2-s2.0-84870932485 | - |
dc.identifier.hkuros | 216829 | en_US |
dc.identifier.volume | 52 | en_US |
dc.identifier.spage | 98 | en_US |
dc.identifier.epage | 113 | en_US |
dc.identifier.isi | WOS:000314743900011 | - |