A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706)
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scientific article; zbMATH DE number 6858902
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| English | A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes |
scientific article; zbMATH DE number 6858902 |
Statements
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (English)
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12 April 2018
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dividend payment
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optimal control
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ruin time constraint
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spectrally one-sided Lévy processes
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fluctuation theory
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0.8546860218048096
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0.8437516093254089
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0.8280047178268433
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0.8083319067955017
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