A Lévy Risk Model with Ratcheting Dividend Strategy and Historic High-Related Stopping
This paper focuses on the De Finetti’s dividend problem for the spectrally negative Lévy risk process, where the dividend is deducted from the surplus process according to the racheting dividend strategy which was firstly introduced in Albrecher et al. (2018). A major feature of the racheting strate...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2020-01-01
|
| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2020/6282869 |