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Completely monotone jump density
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Fixed point theorem
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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
Jiang, Zhengjun
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012058679
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