De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/15326349.2011.567930
Reference46 articles.
1. A Class of Solvable Impulse Control Problems
2. On the distributions of two classes of correlated aggregate claims
3. On the optimal dividend problem for a spectrally negative Lévy process
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