General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956): Difference between revisions

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-Xiao-Wen Zhou
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+Xiao-Wen Zhou
@@ Property / author: Xiao-Wen Zhou / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/jpr.2018.33
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+W2884945743
@@ Property / OpenAlex ID: W2884945743 / rank @@
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
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