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A multivariate Markov chain stock model
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Optimale Steuerung von Risikoprozessen bei zufällig variierenden Zinssätzen
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Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching
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Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model
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