Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223)
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English | Optimal dividend problem with a nonlinear regular-singular stochastic control |
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Optimal dividend problem with a nonlinear regular-singular stochastic control (English)
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4 April 2014
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dividend
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proportional reinsurance
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non-cheap reinsurance
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cheap reinsurance
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exponential premium principle
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