"An ODE approach for the expected discounted penalty at ruin in a ..."

Yu-Ting Chen, Cheng-Few Lee, Yuan-Chung Sheu (2007)

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DOI: 10.1007/S00780-007-0045-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Yu-Ting Chen, Cheng-Few Lee, Yuan-Chung Sheu:
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model. Finance Stochastics 11(3): 323-355 (2007)

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