Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends under Erlang(2) inter-dividend decision times |
scientific article |
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Optimal dividends under Erlang(2) inter-dividend decision times (English)
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12 April 2018
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Brownian motion
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stochastic control
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dividends
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periodic strategies
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barrier strategies
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Erlangisation
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