On a time-changed Lévy risk model with capital injections and periodic observation

DOI10.1016/J.MATCOM.2023.07.016MaRDI QIDQ6094062FDOQ6094062

Authors: Ye Teng, Zhimin Zhang 

Publication date: 12 September 2023

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

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zbMATH Keywords

CIR processcapital injectionCOStime-changed Lévy model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Finite-time dividend problems in a Lévy risk model under periodic observation
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Cited In (2)

• Lévy risk model with capital injections and periodic observation
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation

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