On the optimality of periodic barrier strategies for a spectrally positive Lévy process
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Publication:1681080
DOI10.1016/j.insmatheco.2017.08.001zbMath1422.91372arXiv1604.07718OpenAlexW2963186726MaRDI QIDQ1681080
Kazutoshi Yamazaki, José Luis Pérez Garmendia
Publication date: 23 November 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.07718
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