A Lévy risk model with ratcheting and barrier dividend strategies
Work
Year: 2022
Type: article
Abstract: The expected present value of dividends is one of the classical stability criteria in actuarial risk theory. In this paper, we consider the two-layer $ (a, b) $ dividend strategy when the risk process... more
Authors Hui Gao, Chuancun Yin
Institution Qufu Normal University
Cites: 19
Cited by: 2
Related to: 10
FWCI: 0.377
Citation percentile (by year/subfield): 40.75
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: gold