Hayden Lau

UNSW Australia Business School, School of Risk & Actuarial Studies

Room 2058 South Wing 2nd Floor

Quadrangle building, Kensington Campus

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs

UNSW Business School Research Paper No. 2018ACTL02
Number of pages: 33 Posted: 10 Jan 2019 Last Revised: 08 May 2019
Benjamin Avanzi, Hayden Lau and Bernard Wong
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
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Abstract:

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Optimal Dividends, Periodic Dividends, Dual Risk Model, Fixed Transaction Costs, SPLP