Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184)
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English | Optimal financing and dividend control of the insurance company with proportional reinsurance policy |
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Optimal financing and dividend control of the insurance company with proportional reinsurance policy (English)
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25 June 2008
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optimal dividends control
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optimal financing control
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proportional reinsurance
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HJB equation
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transaction cost
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regular-singular control
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