Optimal dividends with debts and nonlinear insurance risk processes (Q2445995): Difference between revisions

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Latest revision as of 09:35, 8 July 2024

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Optimal dividends with debts and nonlinear insurance risk processes
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    Optimal dividends with debts and nonlinear insurance risk processes (English)
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    15 April 2014
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    optimal dividend
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    internal competition factors
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    nonlinear risk processes
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    transaction costs
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    regular-impulse control
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    HJB equation
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    closed-form solution
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