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On optimal dividends with exponential and linear penalty payments - MaRDI portal

On optimal dividends with exponential and linear penalty payments (Q506101)

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scientific article; zbMATH DE number 6679051
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English
On optimal dividends with exponential and linear penalty payments
scientific article; zbMATH DE number 6679051

    Statements

    On optimal dividends with exponential and linear penalty payments (English)
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    31 January 2017
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    optimal dividends
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    penalty payments
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    barrier strategy
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    diffusion process
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