Dividend optimization for jump-diffusion model with solvency constraints (Q1984693): Difference between revisions

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Property / author: Zhong-Fei Li / rank
 
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Property / author: Shou-Yang Wang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.orl.2020.01.006 / rank
 
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Property / OpenAlex ID: W3005339190 / rank
 
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Latest revision as of 06:57, 22 July 2024

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Dividend optimization for jump-diffusion model with solvency constraints
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    Dividend optimization for jump-diffusion model with solvency constraints (English)
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    7 April 2020
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    dividend payment
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    jump-diffusion
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    solvency constraints
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    barrier strategy
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    partial integro-differential equation
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