On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

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Serval ID
serval:BIB_1F2A6D708B07
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Journal
Insurance: Mathematics and Economics
Author(s)
Gerber H.U., Landry B.
Publication state
Published
Issued date
1998
Peer-reviewed
Oui
Volume
22
Pages
263-276
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_1F2A6D708B07
Create date
17/10/2008 13:45
Last modification date
20/08/2019 12:55
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