Errata on 'Levy Risk Model with Two-Sided Jumps and a Barrier Dividend Strategy'

In this note, we point out some errors in Section 3 of our earlier paper “Levy risk model with two-sided jumps and a barrier dividend strategy” published in Insurance: Mathematics and Economics, 50(2): 280-291, 2012. Specifically, we find that the optimal barrier does not depend on initial surplus

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Year of publication:	2012
Authors:	Yang, Xuewei
Other Persons:	Bo, Lijun (contributor) ; Song, Renming (contributor) ; Tang, Dan (contributor) ; Wang, Yongjin (contributor)
Publisher:	[2012]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (4 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Insurance: Mathematics and Economics, 50(2): 280-291, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 6, 2012 erstellt
Classification:	G22 - Insurance; Insurance Companies ; G33 - Bankruptcy; Liquidation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013108120