The dual risk model under a mixed ratcheting and periodic dividend strategy (Q6107529)
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scientific article; zbMATH DE number 7706253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dual risk model under a mixed ratcheting and periodic dividend strategy |
scientific article; zbMATH DE number 7706253 |
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The dual risk model under a mixed ratcheting and periodic dividend strategy (English)
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3 July 2023
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expected present value of dividends
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ratcheting dividend strategy
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periodic dividend strategy
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spectrally positive Lévy process
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scale function
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