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

Details

Serval ID
serval:BIB_8822
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 & Economics
Author(s)
Gerber HU, Landry B
Publication state
Published
Issued date
1998
Volume
22
Pages
263-276
Create date
19/11/2007 10:38
Last modification date
20/08/2019 14:47
Usage data