Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes-Reference-Cited by-同舟云学术

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Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes

Published:2020-10-07 Issue: Volume: Page:1-20
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Liu Zhang¹²^ORCID,Chen Ping³^ORCID

Affiliation:

1. School of Computer and Information Engineering, Jiangxi Agricultural University, Nanchang, P. R. China

2. School of Mathematics and Statistics, Wuhan University, Wuhan, P. R. China

3. Department of Economics, The University of Melbourne, Parkville, Victoria, Australia

Funder

Jiangxi Provincial Humanities and Social Sciences Research Project and Science and Technology Planning Project of Education Department

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2020.1828918

Reference39 articles.

1. Dividend problems in the dual risk model

2. On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times

3. Strategies for Dividend Distribution: A Review

4. On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

5. Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Unit Half-Logistic Geometric Distribution and Its Application in Insurance;Axioms;2022-11-28

2. Spectrally negative Lévy risk model under mixed ratcheting-periodic dividend strategies;Communications in Statistics - Simulation and Computation;2022-07-15

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