Dividends: from refracting to ratcheting (Q1622509)

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Dividends: from refracting to ratcheting
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    Dividends: from refracting to ratcheting (English)
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    19 November 2018
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    refracted dividend strategy
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    ratcheting dividend strategy
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    spectrally negative Lévy process
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    scale function
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    expected time to ruin
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