Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187)
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English | Parisian ruin with a threshold dividend strategy under the dual Lévy risk model |
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Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (English)
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3 February 2020
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Parisian ruin
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Lévy process
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threshold dividend strategy
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dual model
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optimality
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