Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091): Difference between revisions

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Latest revision as of 03:50, 6 July 2024

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Optimal risk control and dividend distribution policies for a diffusion model with terminal value
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    Optimal risk control and dividend distribution policies for a diffusion model with terminal value (English)
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    24 January 2013
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    cheap reinsurance
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    dividend
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    excess-of-loss reinsurance
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    expected value principle
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    HJB equation
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    terminal value
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