On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Details
Serval ID
serval:BIB_1F2A6D708B07
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
Insurance: Mathematics and Economics
Publication state
Published
Issued date
1998
Peer-reviewed
Oui
Volume
22
Pages
263-276
Language
english
Create date
17/10/2008 14:45
Last modification date
20/08/2019 13:55