On the optimality of double barrier strategies for Lévy processes
Author:
Funder
Japan Society for the Promotion of Science
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference27 articles.
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5. A note on scale functions and the time value of ruin for Lévy insurance risk processes;Biffis;Insurance Math. Econom.,2010
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