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

Zhang Liua School of Computer and Information Engineering, Jiangxi Agricultural University, Nanchang, P. R. China;b School of Mathematics and Statistics, Wuhan University, Wuhan, P. R. ChinaCorrespondence[email protected]

https://orcid.org/0000-0002-1693-0646 View further author information

Ping Chenc Department of Economics, The University of Melbourne, Parkville, Victoria, Australia

https://orcid.org/0000-0003-2885-289X View further author information

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Fuyun Sun & Zhanjie Song. (2022) Spectrally negative Lévy risk model under mixed ratcheting-periodic dividend strategies. Communications in Statistics - Simulation and Computation 0:0, pages 1-20.
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Ahmed T. Ramadan, Ahlam H. Tolba & Beih S. El-Desouky. (2022) A Unit Half-Logistic Geometric Distribution and Its Application in Insurance. Axioms 11:12, pages 676.
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Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes

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

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