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Optimal singular dividend control with capital injection and affine penalty payment at ruin

Probability in the engineering and informational sciences, 2023-04, Vol.37 (2), p.462-490 [Peer Reviewed Journal]

The Author(s), 2022. Published by Cambridge University Press ;ISSN: 0269-9648 ;EISSN: 1469-8951 ;DOI: 10.1017/S0269964822000249

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