On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model* By


For the classical Cramér-Lundberg risk model, a dividend strategy of threshold type has recently been suggested in the literature. This strategy consists of paying out part of the premium income as dividends to shareholders whenever the free surplus is above a given threshold level. In contrast to the well-known horizontal barrier strategy, the threshold… (More)

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