On a dual risk model perturbed by diffusion with dividend threshold (Q335054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a dual risk model perturbed by diffusion with dividend threshold |
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On a dual risk model perturbed by diffusion with dividend threshold (English)
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2 November 2016
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dual risk model
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diffusion
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threshold strategy
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Lévy process
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Poisson process
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Wiener process
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stochastic optimal control
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smooth pasting condition
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