On a Mean Reverting Dividend Strategy with Brownian Motion

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Cite
Avanzi, Benjamin, and Bernard Wong. “On a Mean Reverting Dividend Strategy With Brownian Motion”. SSRN Electronic Journal, 2009, https://doi.org/10.2139/ssrn.1504401.
Avanzi, B., & Wong, B. (2009). On a Mean Reverting Dividend Strategy with Brownian Motion. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1504401
Avanzi, Benjamin, and Bernard Wong. “On a Mean Reverting Dividend Strategy With Brownian Motion”. SSRN Electronic Journal, 2009. https://doi.org/10.2139/ssrn.1504401.
Avanzi B, Wong B. On a Mean Reverting Dividend Strategy with Brownian Motion. SSRN Electronic Journal. 2009;.
Refrences
Title Journal Journal Categories Citations Publication Date
Strategies for Dividend Distribution: A Review North American Actuarial Journal
  • Social Sciences: Finance
 154 2009
Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model North American Actuarial Journal
  • Social Sciences: Finance
 16 2008
Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest North American Actuarial Journal
  • Social Sciences: Finance
 74 2006
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1 Stochastic Models
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 137 2005
Some Optimal Dividends Problems

 ASTIN Bulletin
  • 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
 3 2004
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science9
Science: Mathematics7
Science: Mathematics: Probabilities. Mathematical statistics6
Social Sciences: Finance6
Social Sciences: Commerce: Business5
Social Sciences: Statistics4
Technology: Engineering (General). Civil engineering (General)2
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Technology: Manufactures: Production management. Operations management1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Social Sciences: Sociology (General)1
The category Social Sciences: Economic theory. Demography: Economics as a science 9 is the most frequently represented among the references in this article. It primarily includes studies from North American Actuarial Journal The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year