Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin
From MaRDI portal
Publication:2221520
DOI10.1007/s11766-020-3715-0zbMath1474.91150OpenAlexW3085552999MaRDI QIDQ2221520
Publication date: 2 February 2021
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-020-3715-0
capital injectionabsolute ruinrandomized observationbarrier dividendspectrally negative Lévy risk model
Related Items (1)
Cites Work
- Unnamed Item
- Exit identities for Lévy processes observed at Poisson arrival times
- The Markov additive risk process under an Erlangized dividend barrier strategy
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- On pre-exit joint occupation times for spectrally negative Lévy processes
- The optimal dividend barrier in the gamma-omega model
- On optimal periodic dividend strategies in the dual model with diffusion
- Convexity and smoothness of scale functions and de Finetti's control problem
- On optimal periodic dividend strategies for Lévy risk processes
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
- Spectrally negative Lévy risk model under Erlangized barrier strategy
- A note on a Lévy insurance risk model under periodic dividend decisions
- Dividend problems in the dual risk model with exponentially distributed observation time
- On a spectrally negative Lévy risk process with periodic dividends and capital injections
- Fluctuations of Lévy processes with applications. Introductory lectures
- Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
- On a risk model with randomized dividend-decision times
- Introductory lectures on fluctuations of Lévy processes with applications.
- The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time
- Occupation times of intervals until first passage times for spectrally negative Lévy processes
- Randomized observation periods for the compound Poisson risk model: Dividends
This page was built for publication: Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin