Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model
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Publication:5219547
DOI10.1287/moor.2017.0860zbMath1435.91151OpenAlexW3124952859MaRDI QIDQ5219547
Mogens Steffensen, Harry Zheng, Jia-Wen Gu
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10044/1/63616
Management decision making, including multiple objectives (90B50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Actuarial mathematics (91G05)
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