Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203)
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scientific article; zbMATH DE number 7632264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes |
scientific article; zbMATH DE number 7632264 |
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Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (English)
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13 December 2022
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barrier dividend strategy
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draw-down time
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moments of dividends
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scale function
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spectrally negative Lévy process
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