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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