Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Chen Yang, Kristina P. Sendova, Zhong Li
| Year of publication: |
2020
|
|---|---|
| Authors: | Yang, Chen ; Sendova, Kristina P. ; Li, Zhong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 90.2020, p. 135-150
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| Subject: | Dual model | Lévy process | Optimality | Parisian ruin | Threshold dividend strategy | Dividende | Dividend | Theorie | Theory | Risikomodell | Risk model | Finanzmathematik | Mathematical finance | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169515