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Optimality of Impulse Control Problem in Refracted Lévy Model with Parisian Ruin and Transaction Costs

Published Online: 2020-05-25

Published Print: 2020-06

Authors

Czarna, Irmina

Kaszubowski, Adam
Funding

Funding for this research was provided by:

Narodowe Centrum Nauki (2015/19/D/ST1/01182)

Narodowe Centrum Nauki (2015/17/B/ST1/01102)
License Information

Text and Data Mining valid from 2020-05-25

Version of Record valid from 2020-05-25
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Article History

Received: 8 July 2019

Accepted: 1 May 2020

First Online: 25 May 2020

Document is current