110 citations · 143 across the 9 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
math.OC2022
Optimal dividends revisited: a gradient-based method and evolutionary algorithms
Hansjörg Albrecher, Brandon García Flores
We reconsider the study of optimal dividend strategies in the Cramér-Lundberg risk model. It is well-known that the solution of the classical dividend problem is in general a band…
stat.ME2022
Informed censoring: the parametric combination of data and expert information
Hansjörg Albrecher, Martin Bladt
The statistical censoring setup is extended to the situation when random measures can be assigned to the realization of datapoints, leading to a new way of incorporating expert inf…