Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend strategy under Parisian ruin with affine penalty |
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Optimal dividend strategy under Parisian ruin with affine penalty (English)
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28 July 2022
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optimal dividend problem
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spectrally negative Lévy process
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Parisian ruin
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affine penalty payments
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