The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987)

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The phase-type risk model perturbed by diffusion under a threshold dividend strategy
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    The phase-type risk model perturbed by diffusion under a threshold dividend strategy (English)
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    17 April 2013
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    diffusion
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    dividend payments
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    threshold dividend strategy
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    integro-differential equation
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    rational family
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    phase-type distribution
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