Dividend barrier strategy: proceed with caution (Q1640946)

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Dividend barrier strategy: proceed with caution
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    title
    Dividend barrier strategy: proceed with caution (English)
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    author
    Kristina P. Sendova
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    Chen Yang
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    Ruixi Zhang
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    publication date
    14 June 2018
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    Mathematics Subject Classification ID
    91B30
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    60G51
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    62P05
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    60K10
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    zbMATH DE Number
    6889516
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    zbMATH Keywords
    Lévy risk process
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    Parisian ruin
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    probability of ruin
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    Sparre Andersen risk process
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    time of ruin
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