Optimal dividend and investment problems under Sparre...

Optimal dividend and investment problems under Sparre Andersen model

Bai, Lihua, Ma, Jin, Xing, Xiaojing
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Volume:
27
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/17-AAP1288
Date:
December, 2017
File:
PDF, 410 KB
english, 2017
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