Dividends: from refracting to ratcheting
type: Item
instance of: scholarly article
title: Dividends: from refracting to ratcheting
zbMATH Open document ID: 1417.91260
author: Nicole Bäuerle
author: Martin Bladt
author: Hansjörg Albrecher
published in: Insurance Mathematics \& Economics
publication date: 2018-11-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6981074
zbMATH Keywords: refracted dividend strategy
zbMATH Keywords: ratcheting dividend strategy
zbMATH Keywords: spectrally negative Lévy process
zbMATH Keywords: scale function
zbMATH Keywords: expected time to ruin
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.09.003
OpenAlex ID: W2890523392
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Wikidata QID: Q129226686
DOI: 10.1016/J.INSMATHECO.2018.09.003
description: scientific article; zbMATH DE number 6981074