Optimal dividends and ALM under unhedgeable risk (Q2015618)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends and ALM under unhedgeable risk |
scientific article |
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Optimal dividends and ALM under unhedgeable risk (English)
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23 June 2014
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optimal dividends
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ALM
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unhedgeable risk
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stochastic control theory
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HJB equation
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