Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend payments under a time of ruin constraint: exponential claims |
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Optimal dividend payments under a time of ruin constraint: exponential claims (English)
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14 December 2015
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dividend payments
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optimal control
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expected time of ruin constraint
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barrier strategy
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dual problem
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