Pérez, José-Luis; Yamazaki, Kazutoshi - In: Risks : open access journal 6 (2018) 2, pp. 1-39
Given a spectrally-negative Lévy process and independent Poisson observation times, we consider a periodic barrier strategy that pushes the process down to a certain level whenever the observed value is above it. We also consider the versions with additional classical reflection above and/or...
