Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion
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Publication:2905357
DOI10.1080/07362994.2012.684324zbMath1246.91158OpenAlexW2079766974MaRDI QIDQ2905357
Publication date: 27 August 2012
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2012.684324
Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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