Colección: ArtículosTítulo: Erratum to "Lévy risk model with two-sided jumps and a barrier dividend strategy" / Lijun Bo...[et.al]Notas: 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.Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 07/01/2013 Volumen 52 Número 1 - enero 2013 Otras clasificaciones: 6Derechos: In Copyright (InC)Referencias externas:
