On a dual risk model perturbed by diffusion with dividend threshold
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Publication:335054
DOI10.1007/s11401-016-0975-3zbMath1351.60109OpenAlexW2508650500MaRDI QIDQ335054
Publication date: 2 November 2016
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11401-016-0975-3
diffusionWiener processstochastic optimal controlPoisson processLévy processdual risk modelthreshold strategysmooth pasting condition
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Cites Work
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