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
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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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