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    Statements

    author
    Dmitry B. Rokhlin
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    Georgii Mironenko
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    publication date
    12 August 2016
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    zbMATH Keywords
    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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    monotone scheme
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    dividend
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    reinsurance
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    investment
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    random factor
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    91G60
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    zbMATH DE Number
    6616720
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