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

Hansjörg Albrecher, J. Hartinger

Institute of Discrete Mathematics (5050)

Research output: Contribution to journal › Article

1 results

Finished
FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.
1/01/06 → 30/09/09
Project: Research project