The Optimal Dividend Problem in the Dual Model
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Publication:3191821
DOI10.1239/aap/1409319558zbMath1303.91187OpenAlexW2092156076MaRDI QIDQ3191821
Publication date: 25 September 2014
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1409319558
optimal harvestingsingular stochastic controljump-diffusion modelde Finetti's dividend problemoptimal distribution of dividends
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Related Items (3)
Asymptotic analysis for optimal dividends in a dual risk model ⋮ Asset liquidation under drift uncertainty and regime-switching volatility ⋮ Continuity inequalities for multidimensional renewal risk models
Cites Work
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