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20072023
most citedOn the optimal dividend problem for a spectrally negative Lévy process

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math.PR2013★ 2 cited

On Dümbgen's exponentially modified Laplace continued fraction for Mill's ratio

Florin Avram

The approximation of the Gaussian cumulative distribution or of the related Mills ratio have a long history starting with Gauss and Laplace and continuing nowadays. Below, we impro…