On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments

DOI10.1016/j.spl.2018.05.013zbMath1410.91297OpenAlexW2804966784MaRDI QIDQ1644204

Xianghua Zhao, Hongshuai Dai, Hua Dong

Publication date: 21 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.05.013

zbMATH Keywords

scale functionParisian implementation delays in dividend paymentsspectrally positive Lévy risk process

Mathematics Subject Classification ID

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