Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.12.001 / rank
 
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Latest revision as of 15:23, 25 June 2024

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Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
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    Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (English)
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    2 March 2007
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    optimal dividends
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    risk process
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    optimal control
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    nonlinear ODE
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