Lévy risk model with two-sided jumps and a barrier dividend strategy
Year of publication: |
2012
|
---|---|
Authors: | Bo, Lijun ; Song, Renming ; Tang, Dan ; Wang, Yongjin ; Yang, Xuewei |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 50.2012, 2, p. 280-291
|
Publisher: |
Elsevier |
Subject: | Risk model | Barrier strategy | Lévy process | Two-sided jump | Time of ruin | Deficit | Expected discounted dividend | Optimal dividend barrier | Integro-differential operator | Double exponential distribution | Reflected jump-diffusions | Laplace transform |
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