Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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Publication:5443741
DOI10.1239/jap/1183667411zbMath1132.60041OpenAlexW2160750516MaRDI QIDQ5443741
Jean-François Renaud, Xiao-Wen Zhou
Publication date: 22 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1183667411
Lévy processfluctuation theoryscale functionstime of ruindividend barrierdividend paymentsinsurance risk process
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