4. Economy
  5. Quantitative Finance
  6. Computational Finance

Ronnie L. Loeffen

Economy – Quantitative Finance – Computational Finance

Scientist

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Absolute ruin in the Ornstein-Uhlenbeck type risk model

Economy – Quantitative Finance – Computational Finance
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On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes

Mathematics – Probability
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Profile ID: LFWR-SCP-P-127864

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