Periodic dividends and capital injections for a spectrally n

发布时间：2025-01-20 12:05

　　 The spectrally negative Lévy risk model with random observation times is considered in this paper, in which both dividends and capital injections are made at some independent Poisson observation times. Under the absolute ruin, the expected discounted dividends and the expected discounted capital injections are discussed. We also study the joint Laplace transforms including the absolute ruin time and the total dividends or the total capital injections. All the results are expressed in scale funct...

【文章页数】：10 页


本文编号：4029233