Optimal dividends and capital injections in the dual model with a random time horizon (Q887106)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends and capital injections in the dual model with a random time horizon |
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Optimal dividends and capital injections in the dual model with a random time horizon (English)
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28 October 2015
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optimal dividends
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capital injection
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Lévy processes
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dual model
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random time horizon
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scale function
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