A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832)
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scientific article; zbMATH DE number 7723665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lévy risk model with ratcheting and barrier dividend strategies |
scientific article; zbMATH DE number 7723665 |
Statements
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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