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Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process

✍ Scribed by Irmina Czarna, Zbigniew Palmowski

Book ID
120738170
Publisher
Springer
Year
2013
Tongue
English
Weight
642 KB
Volume
161
Category
Article
ISSN
0022-3239

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The optimal dividend problem proposed in de Finetti is to find the dividend-payment strategy that maximizes the expected discounted value of dividends which are paid to the shareholders until the company is ruined. Avram et al. [9] studied the case when the risk process is modelled by a general spe