Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090)
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English | Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy |
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Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (English)
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2 March 2015
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jump-diffusion risk process
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expected discounted dividends
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ruin time
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integro-differential equation
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Laplace transform
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barrier strategy
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