OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258): Difference between revisions
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scientific article
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English | OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS |
scientific article |
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OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (English)
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22 April 2010
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dividend
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insurance
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jump-diffusion
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singular stochastic control
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