Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287)

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Omega diffusion risk model with surplus-dependent tax and capital injections
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    Omega diffusion risk model with surplus-dependent tax and capital injections (English)
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    6 October 2016
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    time-homogeneous diffusion
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    Azéma-Yor process
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    occupation time
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    risk model with tax
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    omega risk model
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    reflected diffusions
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