Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877): Difference between revisions

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Stationary distribution of the surplus in a risk model with dividends and reinvestments
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    Stationary distribution of the surplus in a risk model with dividends and reinvestments (English)
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    12 November 2015
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    risk model
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    stationary distribution
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    surplus process
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    level crossing argument
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    impulse control
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