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Publication:3108752
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zbMath1236.91084MaRDI QIDQ3108752

Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius

Publication date: 5 January 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal controlrisk processbarrier strategiesoptimal dividend distribution


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Markov processes (60J99)


Related Items (2)

On the central management of risk networks ⋮ On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function







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