Eric Cheung

The University of Hong Kong - Department of Statistics & Actuarial Science

Hong Kong

SCHOLARLY PAPERS

1

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142

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (1)

On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency

UNSW Australian School of Business Research Paper No. 2012ACTL07
Number of pages: 25 Posted: 23 Jul 2012
UNSW Australia Business School, School of Risk and Actuarial Studies, The University of Hong Kong - Department of Statistics & Actuarial Science, UNSW Australia Business School, School of Risk & Actuarial Studies and The University of Hong Kong - Department of Statistics & Actuarial Science
Downloads 73 (328,132)
Citation 1

Abstract:

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dual model, barrier strategy, erlangization, dividends, ruin

On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency

Insurance: Mathematics and Economics, Volume 52, Issue 1, January 2013, Pages 98–113
Number of pages: 26 Posted: 16 Oct 2012 Last Revised: 06 Jul 2015
UNSW Australia Business School, School of Risk and Actuarial Studies, The University of Hong Kong - Department of Statistics & Actuarial Science, UNSW Australia Business School, School of Risk & Actuarial Studies and The University of Hong Kong - Department of Statistics & Actuarial Science
Downloads 69 (338,730)

Abstract:

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dual model, barrier strategy, erlangization, dividends, ruin