The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process

Keyphrases

• Risk Process 100%
• Discounted Dividends 100%
• Infinite Horizon 66%
• Lvy Processes 33%
• Recursive Formula 33%
• Dual Model 33%
• Dividends 33%
• Dividend Barrier 33%
• Negative Risk 33%
• Exit Time 33%
• Barrier Strategy 33%

Mathematics

• Risk Process 100%
• Lvy Process 50%
• Recursive Formula 50%
• Exit Time 50%

Engineering

• Recursive 100%