The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771)

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The Markovian regime-switching risk model with a threshold dividend strategy
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    The Markovian regime-switching risk model with a threshold dividend strategy (English)
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    12 May 2009
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    Gerber-Shiu function
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    integro-differential equation
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    present value of dividend payments
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    regime-switching model
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    threshold dividend strategy
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