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• W3182772081 abstract "In this paper, a dividend optimization problem with a terminal value at creeping ruin for Levy risk models has been investigated. We consider an insurance company whose surplus process evolves as a spectrally negative Levy process with a Gaussian part and its objective function is given by cumulative discounted dividend payments and a terminal value at creeping ruin. In views of identities from fluctuation theory, under the restriction on the negative terminal value, we show that the threshold strategy turns out to be the optimal one with threshold level at zero over an admissible class with restricted dividend rates. Furthermore, some sufficient conditions for the positive one also have been given." @default.
• W3182772081 created "2021-07-19" @default.
• W3182772081 creator A5064415438 @default.
• W3182772081 date "2021-07-14" @default.
• W3182772081 modified "2023-10-14" @default.
• W3182772081 title "The threshold strategy for spectrally negative Levy processes and a terminal value at creeping ruin in the objective function" @default.
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• W3182772081 hasPublicationYear "2021" @default.
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