On the dual risk model with Parisian implementation delays in dividend payments
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Publication:1752782
DOI10.1016/j.ejor.2016.09.018zbMath1394.91204OpenAlexW2520905928MaRDI QIDQ1752782
Eric C. K. Cheung, Jeff T. Y. Wong
Publication date: 24 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.09.018
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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