Research Article
A Lévy Risk Model with Ratcheting Dividend Strategy and Historic High-Related Stopping
Figure 1
Plot of Vξ as a function of b for the Brownian motion with drift with q = 0.01, σ = 5. (a) c1 = 0, c2 = 0.5, c = 2, (b) c1 = 0.1, c2 = 0.5, μ = 2, and (c) c1 = 0.1, c2 = 1, μ = 2.
| (a) |
| (b) |
| (c) |