Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698)

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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
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    Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (English)
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    2 September 2015
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    delayed claim
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    optimal dividend strategy
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    penalty for ruin
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    time of ruin
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    transformation
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