Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520): Difference between revisions

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Property / DOI: 10.1007/s11766-020-3715-0 / rank
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Property / full work available at URL: https://doi.org/10.1007/s11766-020-3715-0 / rank
 
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Latest revision as of 13:40, 17 December 2024

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Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin
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    Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (English)
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    2 February 2021
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    spectrally negative Lévy risk model
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    randomized observation
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    barrier dividend
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    capital injection
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    absolute ruin
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