Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk control and dividend distribution policies for a diffusion model with terminal value |
scientific article |
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Optimal risk control and dividend distribution policies for a diffusion model with terminal value (English)
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24 January 2013
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cheap reinsurance
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dividend
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excess-of-loss reinsurance
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expected value principle
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HJB equation
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terminal value
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