Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223)

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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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