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

Hansjörg Albrecher, J. Hartinger

Research output: Contribution to journalArticleResearch

Original languageEnglish
Pages (from-to)109-122
JournalHERMIS - the international journal of computer mathematics and its applications
Volume7
Publication statusPublished - 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 - the international journal of computer mathematics and its applications",
issn = "1108-7609",

}

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 - the international journal of computer mathematics and its applications

JF - HERMIS - the international journal of computer mathematics and its applications

SN - 1108-7609

ER -