Xuewei Yang

Learn More
JEL classification: G22 G33 MSC: 91B30 60J75 60H10 Keywords: Risk model Barrier strategy Lévy process Two-sided jump Time of ruin Deficit Expected discounted dividend Optimal dividend barrier Integro-differential operator Double exponential distribution Reflected jump-diffusions Laplace transform a b s t r a c t In this paper, we consider a general Lévy(More)
  • 1