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 b∗ | ξ(x) = 0 | ξ(x) = 0.2x − 0.2 | ξ(x) = 0.5x − 0.2 |
| c1 = 0.1, c2 = 0.5 | 5.06 | 6.09 | 9.72 | c1 = 0.1, c2 = 1 | 3.90 | 4.63 | 7.41 |
|
|