کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7548067 1489839 2018 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
چکیده انگلیسی
In this note, we introduce a spectrally positive Lévy risk process with Parisian implementation delays in dividend payments, which means that the dividends can only be paid when the surplus of the Lévy risk process has stayed continuously above the barrier b for a certain time r(>0). Using the scale functions and the distribution of the risk process at time r, the Laplace transform of the ruin time is derived.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 140, September 2018, Pages 176-184
نویسندگان
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