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Article: Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle
Title | Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle |
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Authors | |
Keywords | Capital injection Dividend payment Fixed costs Proportional reinsurance Salvage value Variance principle |
Issue Date | 2014 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecmod |
Citation | Economic Modelling, 2014, v. 37, p. 53-64 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/198102 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yao, D | en_US |
dc.contributor.author | Yang, H | en_US |
dc.contributor.author | Wang, R | en_US |
dc.date.accessioned | 2014-06-25T02:47:08Z | - |
dc.date.available | 2014-06-25T02:47:08Z | - |
dc.date.issued | 2014 | en_US |
dc.identifier.citation | Economic Modelling, 2014, v. 37, p. 53-64 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/198102 | - |
dc.language | eng | en_US |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecmod | - |
dc.relation.ispartof | Economic Modelling | en_US |
dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in Economic Modelling. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economic Modelling, 2014, v. 37, p. 53-64. DOI: 10.1016/j.econmod.2013.10.026 | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Capital injection | - |
dc.subject | Dividend payment | - |
dc.subject | Fixed costs | - |
dc.subject | Proportional reinsurance | - |
dc.subject | Salvage value | - |
dc.subject | Variance principle | - |
dc.title | Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yang, H: hlyang@hkusua.hku.hk | en_US |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1016/j.econmod.2013.10.026 | en_US |
dc.identifier.scopus | eid_2-s2.0-84887813505 | - |
dc.identifier.hkuros | 229403 | en_US |
dc.identifier.volume | 37 | en_US |
dc.identifier.spage | 53 | en_US |
dc.identifier.epage | 64 | en_US |
dc.identifier.isi | WOS:000331920900006 | - |