The optimal dividend problem in the dual model. Ekström, E. & Lu, B. Advances in Applied Probability, 46(3):746–765, September, 2014.
The optimal dividend problem in the dual model [link]Paper  bibtex   
@Article{Ekstrom:2014:ODP,
  author =       "Erik Ekstr{\"o}m and Bing Lu",
  title =        "The optimal dividend problem in the dual model",
  journal =      j-ADV-APPL-PROB,
  volume =       "46",
  number =       "3",
  pages =        "746--765",
  month =        sep,
  year =         "2014",
  CODEN =        "AAPBBD",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Tue Feb 10 08:47:28 MST 2015",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://projecteuclid.org/euclid.aap/1409319558",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html;
                 https://www.cambridge.org/core/journals/advances-in-applied-probability;
                 http://projecteuclid.org/euclid.aap/",
}

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