Erratum to "Lévy risk model with two-sided jumps and a barrier dividend strategy"

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<dc:date>2013-01-07</dc:date>
<dc:description xml:lang="es">Sumario: In this note, we point out some errors in Section 3 of our earlier paper Lévy risk model with two-sided jumps and a barrier dividend strategy published in Insurance: Mathematics and Economics, 50(2): 280291, 2012. Specifically, we find that the optimal barrier does not depend on the initial surplus.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/141753.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Erratum to "Lévy risk model with two-sided jumps and a barrier dividend strategy"</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 07/01/2013 Volumen 52 Número 1  - enero 2013 </dc:relation>
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