Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431)
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English | Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model |
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Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (English)
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11 March 2014
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optimal strategy
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dual jump-diffusion model
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dividend payment
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capital injection
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restricted dividend rate
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fixed cost
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