An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
| Year of publication: |
2007
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|---|---|
| Authors: | Chen, Yu-Ting ; Lee, Cheng-Few ; Sheu, Yuan-Chung |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 11.2007, 3, p. 323-356
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