Optimal Dividend Problem for a Compound Poisson Risk Model

来源 :应用数学(英文) | 被引量 : 0次 | 上传用户:jingkewang
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In this note we study the optimal dividend problem for a company whose surplus process, in the absence of dividend payments, evolves as a generalized compound Poisson model in which the counting process is a generalized Poisson process. This model include
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