Obtaining the dividends-penalty identities by interpretation (Q661238): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2010.04.008
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+W1999281155
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@@ Property / cites work @@
+A Direct Approach to the Discounted Penalty Function
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@@ Property / cites work @@
+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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@@ Property / cites work @@
+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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@@ links / mardi / name / links / mardi / name @@
+Publication:661238