Abstract
In this note, we point out some errors in Section3 of our earlier paper "Lévy 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 the initial surplus. © 2012 Elsevier B.V.
| Original language | English |
|---|---|
| Pages (from-to) | 124-125 |
| Journal | Insurance: Mathematics and Economics |
| Volume | 52 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Jan 2013 |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Funding
We are grateful for valuable comments and suggestions received from the anonymous referee. All errors are our responsibility. This work was supported by the NSF of China (No. 70932003 , No. 11001213 ).
Research Keywords
- Errata
- Optimal dividend barrier
Fingerprint
Dive into the research topics of 'Erratum to "Lévy risk model with two-sided jumps and a barrier dividend strategy" [Insurance Math. Econom. 50(2) (2012) 280-291]'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver