On spectrally positive Levy risk processes with Parisian implementation delays in dividend payments
X Zhao, H Dong, H Dai - Statistics & Probability Letters, 2018 - Elsevier
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.
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.
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