Nathaniel Smith

Publications | Phd and Masters theses

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4 publications

2008 | 2006 |
 
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.
 
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.
 
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.
 
Maximizing Dividends without Bankruptcy
Gerber H. U., Shiu E. S. W., Smith N., 2006. Astin Bulletin, 36 (1) pp. 5-23. Peer-reviewed.
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