On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238): Difference between revisions

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On the threshold dividend strategy for a generalized jump-diffusion risk model
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    On the threshold dividend strategy for a generalized jump-diffusion risk model (English)
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    1 August 2011
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    jump-diffusion risk model
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    expected discounted penalty function
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    threshold dividend strategy
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    Wiener-Hopf factorization
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