Optimal dividend-payout in random discrete time
نویسندگان
چکیده
منابع مشابه
Optimal Dividend-payout in Random Discrete Time
Assume that the surplus process of an insurance company is described by a general Lévy process and that possible dividend pay-outs to shareholders are restricted to random discrete times which are determined by an independent renewal process. Under this setting we show that the optimal dividend pay-out policy is a band-policy. If the renewal process is a Poisson process, it is further shown tha...
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ژورنال
عنوان ژورنال: Statistics & Risk Modeling
سال: 2011
ISSN: 2193-1402
DOI: 10.1524/stnd.2011.1097