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      Controlled diffusion models for optimal dividend pay-out

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      Insurance: Mathematics and Economics

      Elsevier BV

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          Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

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            Instantaneous Control of Brownian Motion

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              Games of Economic Survival with Discrete- and Continuous-Income Processes

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                Author and article information

                Journal
                Insurance: Mathematics and Economics
                Insurance: Mathematics and Economics
                Elsevier BV
                01676687
                June 1997
                June 1997
                : 20
                : 1
                : 1-15
                Article
                10.1016/S0167-6687(96)00017-0
                © 1997

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