Errata on 'Levy Risk Model with Two-Sided Jumps and a Barrier Dividend Strategy'
Insurance: Mathematics and Economics, 50(2): 280-291, 2012
4 Pages Posted: 3 Apr 2012
Date Written: February 6, 2012
In this note, we point out some errors in Section 3 of our earlier paper “Levy risk model with two-sided jumps and a barrier dividend strategy” published in Insurance: Mathematics and Economics, 50(2): 280-291, 2012. Specifically, we find that the optimal barrier does not depend on initial surplus.
Keywords: Errata, Risk model, Barrier strategy, Levy process, Two-sided jump, Optimal dividend barrier, Double exponential distribution, Reflected jump-diffusions
JEL Classification: G22, G33
Suggested Citation: Suggested Citation
Yang, Xuewei and Bo, Lijun and Song, Renming and Tang, Dan and Wang, Yongjin, Errata on 'Levy Risk Model with Two-Sided Jumps and a Barrier Dividend Strategy' (February 6, 2012). Insurance: Mathematics and Economics, 50(2): 280-291, 2012, Available at SSRN: https://ssrn.com/abstract=2033767
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