Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin

DOI10.1007/s11766-020-3715-0zbMath1474.91150OpenAlexW3085552999MaRDI QIDQ2221520

Xianghua Zhao, Hua Dong

Publication date: 2 February 2021

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-020-3715-0

zbMATH Keywords

capital injectionabsolute ruinrandomized observationbarrier dividendspectrally negative Lévy risk model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Actuarial mathematics (91G05)

Related Items (1)

Ruin-related problems in the dual risk model under two different randomized observations

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