Risk analysis for a stochastic cash manangement model with two type of customers
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Publication:1974040
DOI10.1016/S0167-6687(99)00037-2zbMath0990.91028OpenAlexW2043281902WikidataQ128109168 ScholiaQ128109168MaRDI QIDQ1974040
Publication date: 13 May 2002
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00037-2
risk analysisBrownian motioncompound Poisson processstochastic cash managementbankruptcy timemaximum cash amountrevenue functional
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