On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (2015)

First Author: Avram F
Attributed to:  Imperial College London Mathematics Platform Grant funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/14-aap1038

Publication URI: http://dx.doi.org/10.1214/14-aap1038

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 4