A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462)
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English | A periodic dividend problem with inconstant barrier in Markovian environment |
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A periodic dividend problem with inconstant barrier in Markovian environment (English)
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23 July 2015
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periodic dividend problem
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Markovian environment
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inconstant barrier
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ruin time
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discounted dividends
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contraction mapping principle
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