The dual risk model under a mixed ratcheting and periodic dividend strategy

DOI10.1080/03610926.2021.1974483OpenAlexW3207223094MaRDI QIDQ6107529

Zhan-jie Song, Fuyun Sun

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1974483

zbMATH Keywords

scale functionspectrally positive Lévy processratcheting dividend strategyexpected present value of dividendsperiodic dividend strategy

Mathematics Subject Classification ID

Financial and insurance mathematics (aspects of mathematics education) (97M30)

Cites Work

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