Optimal Dividend and Capital Injection Under Self-Exciting Claims

Applied Mathematics & Optimization 2026 Open access

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Authors: Paulin Aubert, Etienne Chevalier, Vathana Ly Vath

DOI: 10.1007/s00245-026-10464-6

Cited by: 0

Fields of Study & Subjects

Probability and Risk Models Stochastic processes and financial applications Risk and Portfolio Optimization