Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478)

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Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax
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    Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (English)
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    21 November 2019
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    optimal investment
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    dividend
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    high gain tax
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    Markov regime switching
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    weak dynamic programming principle
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