A Lévy risk model with ratcheting dividend strategy and historic high-related stopping

DOI10.1155/2020/6282869zbMath1544.91098MaRDI QIDQ6534551

Aili Zhang, Zhang Liu

Publication date: 7 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Risk models (general) (91B05)

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