Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477)
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English | Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion |
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Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (English)
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23 May 2007
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compound Poisson model
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diffusion
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threshold strategy
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dividend payments
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Gerber-Shiu discounted penalty function
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ruin related functionals
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