An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model

Author: Chen Yu-Ting   Lee Cheng-Few   Sheu Yuan-Chung  

Publisher: Springer Publishing Company

ISSN: 0949-2984

Source: Finance and Stochastics, Vol.11, Iss.3, 2007-07, pp. : 323-355

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Abstract