Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497): Difference between revisions

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+Optimal Ratcheting of Dividends in a Brownian Risk Model
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+Optimal Ratcheting of Dividends in Insurance
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+Dividends: from refracting to ratcheting
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+THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS
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