The optimal dividend barrier in the gamma-omega model (Q635980)

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The optimal dividend barrier in the gamma-omega model
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    title
    The optimal dividend barrier in the gamma-omega model (English)
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    author
    Hans U. Gerber
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    Elias S. W. Shiu
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    Hansjoerg Albrecher
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    publication date
    25 August 2011
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    Identifiers

    zbMATH DE Number
    5942446
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