Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1239/jap/1183667411 / rank
 
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Latest revision as of 16:34, 27 June 2024

scientific article; zbMATH DE number 5238131
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English
Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
scientific article; zbMATH DE number 5238131

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    Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (English)
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    22 February 2008
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    Lévy process
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    fluctuation theory
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    scale functions
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    insurance risk process
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    dividend barrier
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    dividend payments
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    time of ruin
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