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A Lévy risk model with ratcheting and barrier dividend strategies - MaRDI portal

A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832)

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scientific article; zbMATH DE number 7723665
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English
A Lévy risk model with ratcheting and barrier dividend strategies
scientific article; zbMATH DE number 7723665

    Statements

    title
    A Lévy risk model with ratcheting and barrier dividend strategies (English)
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    author
    Hui Gao
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    Chuan-Cun Yin
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    publication date
    7 August 2023
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    zbMATH Keywords
    barrier dividend strategy
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    expected net present value
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    ratcheting dividend strategy
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    spectrally negative Lévy process
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    cites work

    Identifiers

    DOI
    10.3934/mfc.2022025
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    zbMATH DE Number
    7723665
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    OpenAlex ID
    W4288063312
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