Optimal selection of the maximum of a discountable sequence of independent random variables
Z. Porosiński (1985)
Applicationes Mathematicae
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Z. Porosiński (1985)
Applicationes Mathematicae
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Z. Porosiński (1988)
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K. Szajowski (1982)
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K. Szajowski (1984)
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Frisch, Uriel, Sobolevskii, A. (2004)
Journal of Mathematical Sciences (New York)
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Petr Dostál (2006)
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F. Beichelt (1983)
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
Kumar, Ramesh C., Naqib, Fadle M. (1995)
International Journal of Mathematics and Mathematical Sciences
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Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti
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Gerardo Sanz Sáiz (1986)
Extracta Mathematicae
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Tadumadze, T., Gelashvili, K. (2000)
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