Optimal dividends with debts and nonlinear insurance risk processes (Q2445995): Difference between revisions
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Revision as of 08:16, 5 March 2024
scientific article
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English | Optimal dividends with debts and nonlinear insurance risk processes |
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Optimal dividends with debts and nonlinear insurance risk processes (English)
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15 April 2014
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optimal dividend
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internal competition factors
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nonlinear risk processes
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transaction costs
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regular-impulse control
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HJB equation
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closed-form solution
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