The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513): Difference between revisions

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Revision as of 20:55, 9 February 2024

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The optimal policy for insurance company under consideration of internal competition and the time value of ruin
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    The optimal policy for insurance company under consideration of internal competition and the time value of ruin (English)
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    9 December 2014
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    dividend payment
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    proportional reinsurance
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    internal competition
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    Hamilton-Jacobi-Bellman (HJB) equation
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