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