Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757): Difference between revisions

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Latest revision as of 04:36, 11 July 2024

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Optimal dividend payments under a time of ruin constraint: exponential claims
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    Optimal dividend payments under a time of ruin constraint: exponential claims (English)
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    14 December 2015
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    dividend payments
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    optimal control
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    expected time of ruin constraint
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    barrier strategy
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    dual problem
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