Optimal Dividends

Article Properties
Cite
Gerber, Hans U., and Elias S. W. Shiu. “Optimal Dividends”. North American Actuarial Journal, vol. 8, no. 1, 2004, pp. 1-20, https://doi.org/10.1080/10920277.2004.10596125.
Gerber, H. U., & Shiu, E. S. W. (2004). Optimal Dividends. North American Actuarial Journal, 8(1), 1-20. https://doi.org/10.1080/10920277.2004.10596125
Gerber, Hans U., and Elias S. W. Shiu. “Optimal Dividends”. North American Actuarial Journal 8, no. 1 (2004): 1-20. https://doi.org/10.1080/10920277.2004.10596125.
Gerber HU, Shiu ESW. Optimal Dividends. North American Actuarial Journal. 2004;8(1):1-20.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends North American Actuarial Journal
  • Social Sciences: Finance
 38 2003
On the Time Value of Ruin North American Actuarial Journal
  • Social Sciences: Finance
 576 1998
The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 144 2003
10.1007/s00607-001-1447-4 Computing
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
 2002
10.1016/S0167-6687(98)00037-7 1999
Citations
Title Journal Journal Categories Citations Publication Date
Laplace Transformation of the Ruin Time for a Risk Model with a Parisian Implementation Delay

 Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2024
Optimal dividends under a drawdown constraint and a curious square-root rule

 Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1 2023
The Optimal Deductible and Coverage in Insurance Contracts and Equilibrium Risk Sharing Policies Acta Mathematica Scientia
  • Science: Mathematics
 2023
Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Asymptotic Expected Utility of Dividend Payments in a Classical Collective Risk Process

 Risks
  • Social Sciences: Finance: Insurance
  • Social Sciences: Finance
 2023
Citations Analysis
Category Category Repetition
Science: Mathematics156
Science: Mathematics: Probabilities. Mathematical statistics92
Social Sciences: Economic theory. Demography: Economics as a science70
Social Sciences: Commerce: Business69
Social Sciences: Statistics58
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods46
Social Sciences: Finance27
Technology: Engineering (General). Civil engineering (General)24
Technology: Manufactures: Production management. Operations management23
Social Sciences: Sociology (General)10
Technology: Mechanical engineering and machinery8
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics3
Technology: Technology (General): Industrial engineering. Management engineering3
Social Sciences: Finance: Insurance3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Social Sciences: Commerce: Business: Personnel management. Employment management2
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
Science: Science (General)1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
Technology1
Medicine1
Science1
The category Science: Mathematics 156 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Some Optimal Dividends Problems and was published in 2004. The most recent citation comes from a 2024 study titled Laplace Transformation of the Ruin Time for a Risk Model with a Parisian Implementation Delay. This article reached its peak citation in 2008, with 23 citations. It has been cited in 70 different journals, 7% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 27 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year