On the non-optimality of horizontal barrier strategies in the Sparre Andersen model

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	109-122
Journal	HERMIS - International Journal of Computer Mathematics and its Applications
Volume	7
Publication status	Published - 2006

Cite this

@article{43d89447818d4d78b7f70393cf97cb60,

title = "On the non-optimality of horizontal barrier strategies in the Sparre Andersen model",

author = "Hansj{\"o}rg Albrecher and J. Hartinger",

year = "2006",

language = "English",

volume = "7",

pages = "109--122",

journal = "HERMIS - International Journal of Computer Mathematics and its Applications",

publisher = "LEA",

}

TY - JOUR

T1 - On the non-optimality of horizontal barrier strategies in the Sparre Andersen model

AU - Albrecher, Hansjörg

AU - Hartinger, J.

PY - 2006

Y1 - 2006

M3 - Article

VL - 7

SP - 109

EP - 122

JO - HERMIS - International Journal of Computer Mathematics and its Applications

JF - HERMIS - International Journal of Computer Mathematics and its Applications

ER -