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Latest revision as of 16:34, 5 July 2024

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Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching
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    Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (English)
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    7 September 2012
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    regime switching
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    dividend strategy
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    compound Poisson model
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    stochastic control
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    HJB equation
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