A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706): Difference between revisions

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+Harold A. Moreno-Franco
@@ Property / author: Harold A. Moreno-Franco / rank @@
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+MaRDI publication profile
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+W2963357320
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+.02550
@@ Property / arXiv ID: 1608.02550 / rank @@
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@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
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