On a dual risk model perturbed by diffusion with dividend threshold (Q335054)
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scientific article; zbMATH DE number 6646661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a dual risk model perturbed by diffusion with dividend threshold |
scientific article; zbMATH DE number 6646661 |
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On a dual risk model perturbed by diffusion with dividend threshold (English)
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2 November 2016
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dual risk model
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diffusion
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threshold strategy
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Lévy process
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Poisson process
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Wiener process
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stochastic optimal control
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smooth pasting condition
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0.95042527
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0.9475541
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0.94749403
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0.93363935
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0.9167554
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0.9166194
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0.9156163
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0.91469765
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