Stochastic optimal control on dividend policies with bankruptcy (Q5238199)
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scientific article; zbMATH DE number 7122802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control on dividend policies with bankruptcy |
scientific article; zbMATH DE number 7122802 |
Statements
Stochastic optimal control on dividend policies with bankruptcy (English)
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28 October 2019
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optimal control
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value function
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process of reserve asset
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HJB equation
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bankruptcy model with recovery rate
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