tlooto
Sign up
EconomicsMathematics

The optimal dividend barrier in the Gamma–Omega model

H. Albrecher, H. Gerber, E. Shiu

2011.5.26European Actuarial Journal

DOI: 10.1007/s13385-011-0006-4

Abstract

Abstract is not available.

Citation format

ALBRECHER, H.; GERBER, H.; SHIU, E. The optimal dividend barrier in the gamma–omega model. European Actuarial Journal, 2011, 1: 43–55.