Optimal dividends in the dual model
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Publication:997089
DOI10.1016/j.insmatheco.2006.10.002zbMath1131.91026OpenAlexW2100372497MaRDI QIDQ997089
Hans U. Gerber, Benjamin Avanzi, Elias S. W. Shiu
Publication date: 19 July 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.10.002
Processes with independent increments; Lévy processes (60G51) Corporate finance (dividends, real options, etc.) (91G50)
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