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Controlled diffusion models for optimal dividend pay-out

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  • Asmussen, Soren
  • Taksar, Michael

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  • Asmussen, Soren & Taksar, Michael, 1997. "Controlled diffusion models for optimal dividend pay-out," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 1-15, June.
    • Handle: RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15
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    References listed on IDEAS

    as
    1. J. Michael Harrison & Michael I. Taksar, 1983. "Instantaneous Control of Brownian Motion," Mathematics of Operations Research, INFORMS, vol. 8(3), pages 439-453, August.
    2. Harrison, J. Michael, 1977. "Ruin problems with compounding assets," Stochastic Processes and their Applications, Elsevier, vol. 5(1), pages 67-79, February.
    3. Gerber, Hans U., 1977. "On Optimal Cancellation of Policies," ASTIN Bulletin, Cambridge University Press, vol. 9(1-2), pages 125-138, January.
    4. Hans U. Gerber, 1972. "Games of Economic Survival with Discrete- and Continuous-Income Processes," Operations Research, INFORMS, vol. 20(1), pages 37-45, February.
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