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Classical risk model with threshold dividend strategy

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Publication:1003953
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DOI10.1016/S0252-9602(08)60037-5zbMath1174.60037MaRDI QIDQ1003953

Ming Zhou, Jun-Yi Guo

Publication date: 6 March 2009

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)


zbMATH Keywords

ruinoccupation timepiecewise deterministic Markov processthreshold dividend strategy


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)


Related Items

Optimal dividend strategy in compound binomial model with bounded dividend rates



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