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On the optimality of periodic barrier strategies for a spectrally positive Lévy process
Pérez, José-Luis; Yamazaki, Kazutoshi - In: Insurance / Mathematics & economics 77 (2017), pp. 1-13
Persistent link: https://www.econbiz.de/10011783865
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Optimality of multi-refraction control strategies in the dual model
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi - In: Insurance / Mathematics & economics 83 (2018), pp. 148-160
Persistent link: https://www.econbiz.de/10011944122