Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877)

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scientific article; zbMATH DE number 6507992
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    Stationary distribution of the surplus in a risk model with dividends and reinvestments
    scientific article; zbMATH DE number 6507992

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      Stationary distribution of the surplus in a risk model with dividends and reinvestments (English)
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      12 November 2015
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      risk model
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      stationary distribution
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      surplus process
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      level crossing argument
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      impulse control
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