Yin, Chuancun; Wen, Yuzhen - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 769-773
expected dividends and the time value of ruin. We assume that the risk process is modeled by a general spectrally positive Lévy … process before dividends are deducted. Using the fluctuation theory of spectrally positive Lévy processes we give an explicit …