Article ID Journal Published Year Pages File Type
5076908 Insurance: Mathematics and Economics 2012 10 Pages PDF
Abstract
► We specify a dividend strategy that yields stable dividend pay-outs over time. ► We derive results about the present value of dividends until ruin. ► We consider several, alternative definitions of ruin. ► We compare both barrier and mean reverting dividend strategies.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On a mean reverting dividend strategy with Brownian motion
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