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Dividend Payments in a Perturbed Compound Poisson Model with Stochastic Investment and Debit Interest |
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| Authors: | Lu Y. H. Li Y. F. |
| Affiliation: | 1.School of Statistics, Qufu Normal University, Shandong, China ; |
| Abstract: | Ukrainian Mathematical Journal - We consider a compound Poisson insurance risk model perturbed by diffusion with stochastic return on investment and debit interest. If the initial surplus is... |
| Keywords: | |
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