A dependent binary dual model under the threshold strategy perturbed by diffusion

zbMATH Open1340.91071MaRDI QIDQ3196152FDOQ3196152

Shana Hu, Jinle Zhou, Chuanyu Wang

Publication date: 28 October 2015

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zbMATH Keywords

Laplace transformdual risk modelintegral-differential equationthreshold dividend strategy

Mathematics Subject Classification ID

Credit risk (91G40)

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