Nathaniel Smith - ARCHIVE

Publications | Mémoires et thèses

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4 publications

2008 | 2006 |
2008
 
Methods to estimate the optimal dividend barrier and the probability of ruin
Gerber H.U., Shiu E. S. W., Smith N., 2008. Insurance: Mathematics and Economics, 42 (1) pp. 243-254. Peer-reviewed.
[serval:BIB_5052C60C8359]
 
Optimal dividends with incomplete information in the dual model
Gerber H.U., Smith N., 2008. Insurance: Mathematics and Economics, 43 (2) pp. 227-233. Peer-reviewed.
[serval:BIB_94EECA7E3582]
2006
 
Maximizing Dividends without Bankruptcy
Gerber Hans U., Shiu Elias S.W., Smith Nathaniel, 2006/05/01. ASTIN Bulletin, 36 (01) pp. 5-23. Peer-reviewed.
[DOI][serval:BIB_102F3C320C27]
 
Maximizing Dividends without Bankruptcy
Gerber H. U., Shiu E. S. W., Smith N., 2006. Astin Bulletin, 36 (1) pp. 5-23. Peer-reviewed.
[serval:BIB_F4311469BFA4]
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