Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187)
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scientific article; zbMATH DE number 7161815
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| English | Parisian ruin with a threshold dividend strategy under the dual Lévy risk model |
scientific article; zbMATH DE number 7161815 |
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Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (English)
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3 February 2020
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Parisian ruin
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Lévy process
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threshold dividend strategy
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dual model
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optimality
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0.8588597774505615
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0.8546968102455139
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0.8504200577735901
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0.8493927121162415
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0.8471077680587769
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