Avanzi, Benjamin; Gerber, Hans U. Optimal dividends in the dual model with diffusion. (English) Zbl 1274.91463 Astin Bull. 38, No. 2, 653-667 (2008). MSC: 91G50 PDFBibTeX XMLCite \textit{B. Avanzi} and \textit{H. U. Gerber}, ASTIN Bull. 38, No. 2, 653--667 (2008; Zbl 1274.91463) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel Maximizing dividends without bankruptcy. (English) Zbl 1162.91375 Astin Bull. 36, No. 1, 5-23 (2006). MSC: 91G50 91B30 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., ASTIN Bull. 36, No. 1, 5--23 (2006; Zbl 1162.91375) Full Text: DOI
Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang A note on the dividends-penalty identity and the optimal dividend barrier. (English) Zbl 1162.91374 Astin Bull. 36, No. 2, 489-503 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., ASTIN Bull. 36, No. 2, 489--503 (2006; Zbl 1162.91374) Full Text: DOI