Optimal risk and dividend control for a company with a debt liability (Q1265921): Difference between revisions

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+Controlled diffusion models for optimal dividend pay-out
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+Asymptotic expansions for Markov processes with Lévy generators
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+Optimal proportional reinsurance policies for diffusion models
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+Optimization of the flow of dividends
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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+Stochastic differential equations with reflecting boundary conditions
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+Publication:1265921