Total duration of negative surplus for a Brownian motion risk model with interest
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Publication:2440501
DOI10.1007/S10114-013-2008-4zbMath1291.91132OpenAlexW2014223075MaRDI QIDQ2440501
Publication date: 18 March 2014
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-013-2008-4
Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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Cites Work
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- Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
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