Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741)
From MaRDI portal
scientific article; zbMATH DE number 5238131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the Present Value of Dividend Payments in a Lévy Risk Model |
scientific article; zbMATH DE number 5238131 |
Statements
Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (English)
0 references
22 February 2008
0 references
Lévy process
0 references
fluctuation theory
0 references
scale functions
0 references
insurance risk process
0 references
dividend barrier
0 references
dividend payments
0 references
time of ruin
0 references
