A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399): Difference between revisions

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-.1007/s11766-015-3211-0
@@ Property / DOI: 10.1007/s11766-015-3211-0 / rank @@
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+https://doi.org/10.1007/s11766-015-3211-0
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+W2030155614
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@@ Property / cites work @@
+Lévy risk model with two-sided jumps and a barrier dividend strategy
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@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
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@@ Property / cites work @@
+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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@@ Property / cites work @@
+First passage times of a jump diffusion process
@@ Property / cites work: First passage times of a jump diffusion process / rank @@
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@@ Property / cites work @@
+The Gerber-Shiu function and the generalized Cramér-Lundberg model
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+On optimality of the barrier strategy for a general Lévy risk process
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+The perturbed compound Poisson risk model with two-sided jumps
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@@ Property / cites work @@
+On a Classical Risk Model with a Constant Dividend Barrier
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@@ Property / DOI @@
+.1007/S11766-015-3211-0
@@ Property / DOI: 10.1007/S11766-015-3211-0 / rank @@
+Normal rank