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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun, (2012)
Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy” [Insurance Math. Econom. 50(2) (2012) 280–291]
Bo, Lijun, (2013)
On the Conditional Default Probability in a Regulated Market : A Structural Approach
Bo, Lijun, (2017)