On optimality of the barrier strategy for a general Lévy...

Mathematical and Computer Modelling 2011 Vol. 53; Iss. 9-10

On optimality of the barrier strategy for a general Lévy risk process

Kam Chuen Yuen, Chuancun Yin
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Volume:
53
Year:
2011
Language:
english
Pages:
8
DOI:
10.1016/j.mcm.2010.12.042
File:
PDF, 241 KB
english, 2011
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