On the Discounted Penalty at Ruin in a Jump-diffusion and the Perpetual Put Option.

Details

Serval ID
serval:BIB_1316
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
On the Discounted Penalty at Ruin in a Jump-diffusion and the Perpetual Put Option.
Journal
Cahier de recherche ISA
Author(s)
Gerber HU, Landry B
Publication state
Published
Issued date
1997
Volume
97.06
Create date
19/11/2007 9:33
Last modification date
20/08/2019 12:41
Usage data