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

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+Lévy risk model with two-sided jumps and a barrier dividend strategy
+Normal rank
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+Q5637709
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+Normal rank
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+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
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+Normal rank
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+First passage times of a jump diffusion process
@@ Property / cites work: First passage times of a jump diffusion process / rank @@
+Normal rank
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+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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+On a Classical Risk Model with a Constant Dividend Barrier
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