Consortium of Swiss Academic Libraries

A note on moments of dividends

Albrecher, Hansjörg ; Gerber, Hans

In: Acta Mathematicae Applicatae Sinica, English Series, 2011, vol. 27, no. 3, p. 353-354

Consortium of Swiss Academic Libraries

The optimal dividend barrier in the Gamma-Omega model

Albrecher, Hansjörg ; Gerber, Hans ; Shiu, Elias

In: European Actuarial Journal, 2011, vol. 1, no. 1, p. 43-55