"General drawdown-based de Finetti optimization for spectrally negative ..."

Wenyuan Wang, Xiaowen Zhou (2018)

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DOI: 10.1017/JPR.2018.33

access: closed

type: Journal Article

metadata version: 2020-04-16

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Wenyuan Wang, Xiaowen Zhou:
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. J. Appl. Probab. 55(2): 513-542 (2018)

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