Spectrally negative Lévy risk model under mixed ratcheting-periodic dividend strategies.

Fuyun Sun Zhanjie Song

Published in: Commun. Stat. Simul. Comput. (2024)

Keyphrases

computational model
high level
data sets
decision making
probabilistic model
probability distribution
theoretical analysis
mathematical model
statistical model
simulation model
management system
experimental data
formal model
random fields
autoregressive