DIVIDENDS

作品数：52被引量：33H指数：3
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ON DIVIDENDS AND GERBER-SHIU ANALYSIS WITH CONSTANT INTEREST AND A PERIODIC-THRESHOLD MIXED STRATEGY
《Acta Mathematica Scientia》2024年第6期2139-2164,共26页Zhang LIU Ping CHEN 
supported by the National Natural Science Foundation of China(12361095);the Jiangxi Provincial Natural Science Foundation(20232BAB201028)。
In recent years,the research focus in insurance risk theory has shifted towards multi-type mixed dividend strategies.However,the practical factors and constraints in financial market transactions,such as interest rate...
关键词：Cramér-Lundberg model mixed dividend strategy INTEREST EPVDs Gerber-Shiu function 
The Optimal Investment,Liability and Dividends in Insurance
《Journal of the Operations Research Society of China》2021年第2期395-409,共15页Ping-Jin Deng Xiu-Fang Li Xiao-Wei Chen 
This work was supported by the National Natural Sciences Foundation of China(Nos.71573143 and 61673225);This work was also supported by the Fundamental Research Funds for the Central Universities.
In this paper,we build an optimal control model with the objective to maximize the expected value of the time discount utility by selecting optimal investment,liability and dividend strategies for insurance companies....
关键词：Asset and liability management Optimal dividends HJB equation 
Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin被引量：1
《Applied Mathematics(A Journal of Chinese Universities)》2020年第3期349-358,共10页DONG Hua ZHAO Xiang-hua 
Supported by the National Natural Science Foundation of China(11701319,11571198).
The spectrally negative Lévy risk model with random observation times is considered in this paper,in which both dividends and capital injections are made at some independent Poisson observation times.Under the absolu...
关键词：Spectrally negative Lévy risk model Randomized observation Barrier dividend Capital injection Absolute ruin 
MSCI Gives Foreign Investors a Chance to Share China’s Market Dividends
《Beijing Review》2018年第24期38-38,共1页
With the inclusion of China A-shares on a key global index, a step has been made for more foreign investors to increase exposure to China＇s capital market and share its growth dividends.
关键词：投资者 MSCI 中国 外国 市场 兔 
On the Expected Present Value of Total Dividends in a Risk Model with Potentially Delayed Claims
《Communications in Mathematical Research》2013年第3期193-202,共10页Xie Jie-hua Zou Wei Wang De-hui 
The NSF (11201217) of China;the NSF (20132BAB211010) of Jiangxi Province
In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with...
关键词：compound binomial model delayed claim DIVIDEND expected present value 
Extracting Information on Implied Volatilities and Discrete Dividends From American Option Prices
《Journal of Modern Accounting and Auditing》2013年第1期112-129,共18页Martina Nardon Paolo Pianca 
This paper deals with options on assets, such as stocks or indexes, which pay cash dividends. Pricing methods which consider discrete dividends are usually computationally expensive and become infeasible when one cons...
关键词：options on stocks discrete dividends lattice methods implied volatilities implied dividends 
THE COMPOUND BINOMIAL MODEL WITH A CONSTANT DIVIDEND BARRIER AND PERIODICALLY PAID DIVIDENDS被引量：4
《Journal of Systems Science & Complexity》2012年第1期167-177,共11页Jiyang TAN Xiangqun YANG 
supported by the Natural Sciences Foundation of China under Grant No.10871064
Consider the compound binomial risk model with interest on the surplus under a constant dividend barrier and periodically paying dividends. A system of integral equations for the arbitrary moments of the sum of the di...
关键词：Compound binomial risk model constant dividend barrier dividend period expected discounted dividends. 
A BLACK－SCHOLES FORMULA FOR OPTIONPRICINGWITHDIVIDENDS被引量：4
《Applied Mathematics(A Journal of Chinese Universities)》1996年第2期159-164,共6页XU WENSHENG\ AND\ WU ZHEN 
We obtain a Black Scholes formula for the arbitrage free pricing of European Call options with constant coefficients when the underlying stock generates dividends. To hedge the Call option, we will always borrow mon...
关键词：Black  Scholes formula optionpricing stock market dividends. 
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