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

Kam Chuen Yuen, Chuancun Yin (2011)

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DOI: 10.1016/J.MCM.2010.12.042

access: open

type: Journal Article

metadata version: 2021-02-17

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Kam Chuen Yuen, Chuancun Yin:
On optimality of the barrier strategy for a general Lévy risk process. Math. Comput. Model. 53(9-10): 1700-1707 (2011)

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