An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
| Year of publication: |
2007
|
|---|---|
| Authors: | Chen, Yu-Ting ; Lee, Cheng-Few ; Sheu, Yuan-Chung |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 3, p. 323-355
|
| Publisher: |
Springer |
| Subject: | Jump-diffusion | Expected discounted penalty | Phase-type distribution | Optimal capital structure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390689