On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk-process in the presence of a penalty function

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Title: On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk-process in the presence of a penalty function
Authors: Avram, F
Palmowski, Z
Pistorius, MR
Item Type: Report
Issue Date: 21-May-2015
URI: http://hdl.handle.net/10044/1/19221
Copyright Statement: © 2014 The Authors
Notes: 48 pages, 2 figures
Appears in Collections:Financial Mathematics



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