Article: article from journal or magazin.
A note on moments of dividends
Acta Mathematica Applicatae Sinica
We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative L,vy risk model that was obtained in Renaud and Zhou (2007, ) and in Kyprianou and Palmowski (2007, ) and extend the result to stationary Markov processes that are skip-free upwards.
Dividends, Barrier strategies, Stationary Markov process, Scale function
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