A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
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Publication:4562061
DOI10.1080/03461238.2018.1498387zbMath1418.91239OpenAlexW2885727979WikidataQ129443394 ScholiaQ129443394MaRDI QIDQ4562061
Publication date: 14 December 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2018.1498387
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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