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Classical risk model with threshold dividend strategy - MaRDI portal

Classical risk model with threshold dividend strategy (Q1003953)

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scientific article; zbMATH DE number 5525513
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English
Classical risk model with threshold dividend strategy
scientific article; zbMATH DE number 5525513

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    Classical risk model with threshold dividend strategy (English)
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    6 March 2009
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    threshold dividend strategy
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    ruin
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    occupation time
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    piecewise deterministic Markov process
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