A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832): Difference between revisions
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Latest revision as of 18:34, 30 December 2024
scientific article; zbMATH DE number 7723665
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English | A Lévy risk model with ratcheting and barrier dividend strategies |
scientific article; zbMATH DE number 7723665 |
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A Lévy risk model with ratcheting and barrier dividend strategies (English)
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7 August 2023
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barrier dividend strategy
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expected net present value
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ratcheting dividend strategy
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spectrally negative Lévy process
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