Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797): Difference between revisions

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-Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2018.11.001
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+W2901636975
@@ Property / OpenAlex ID: W2901636975 / rank @@
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@@ Property / cites work @@
+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+Publication:1715797