Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs |
scientific article |
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Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (English)
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4 March 2009
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optimal dividend control
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optimal financing control
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proportional reinsurance
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HJB equation
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fixed transaction cost
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classical-impulse control
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