Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093)
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scientific article; zbMATH DE number 7680338
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| English | Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps |
scientific article; zbMATH DE number 7680338 |
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Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (English)
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27 April 2023
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integro-differential equation
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stochastic optimal control
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Poisson risk
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dividend free boundary
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optimal insurance policy
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0.836103618144989
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0.8325964212417603
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0.8278680443763733
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0.8268530368804932
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0.8250476717948914
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