Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817): Difference between revisions

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Latest revision as of 22:09, 2 July 2024

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Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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    Optimal dividend strategies in a Cramér-Lundberg model with capital injections (English)
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    8 June 2010
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    stochastic control
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    Hamilton-Jacobi-Bellman equation
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    dividend
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    capital injection
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    barrier strategy
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