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

Zhang Liu Ping Chen

Published in: Commun. Stat. Simul. Comput. (2022)

Keyphrases

computational models
accurate models
probabilistic model
data driven
statistical models
data mining
machine learning
computational model
complex systems
process model
positive and negative
bayesian framework
model driven
stochastic processes