Optimal dividends and ALM under unhedgeable risk (Q2015618): Difference between revisions

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Optimal dividends and ALM under unhedgeable risk
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    Optimal dividends and ALM under unhedgeable risk (English)
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    23 June 2014
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    optimal dividends
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    ALM
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    unhedgeable risk
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    stochastic control theory
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    HJB equation
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