Excess-of-loss reinsurance under taxes and fixed costs (Q3087414): Difference between revisions
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scientific article
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English | Excess-of-loss reinsurance under taxes and fixed costs |
scientific article |
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Excess-of-loss reinsurance under taxes and fixed costs (English)
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16 August 2011
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dividend optimization
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diffusion modeling
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dynamic reinsurance modeling
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impulse stochastic control
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HJB equation
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