Dividends: from refracting to ratcheting (Q1622509)
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scientific article; zbMATH DE number 6981074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividends: from refracting to ratcheting |
scientific article; zbMATH DE number 6981074 |
Statements
Dividends: from refracting to ratcheting (English)
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19 November 2018
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refracted dividend strategy
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ratcheting dividend strategy
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spectrally negative Lévy process
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scale function
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expected time to ruin
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