Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603): Difference between revisions

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Latest revision as of 04:45, 7 July 2024

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Optimal dividend control for a generalized risk model with investment incomes and debit interest
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    Optimal dividend control for a generalized risk model with investment incomes and debit interest (English)
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    17 December 2013
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    absolute ruin
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    dividend optimization
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    stochastic control
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    value function
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    viscosity solution
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