Research Article

A Lévy Risk Model with Ratcheting Dividend Strategy and Historic High-Related Stopping

Table 2

Exact values of b for the compound Poisson model.

The optimal bξ(x) = 0ξ(x) = 0.2x − 0.2ξ(x) = 0.5x − 0.2

c1 = 0.1, c2 = 0.55.066.099.72
c1 = 0.1, c2 = 13.904.637.41