Download This PaperErrata 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
Abstract
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
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.