Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching |
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Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (English)
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7 September 2012
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regime switching
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dividend strategy
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compound Poisson model
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stochastic control
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HJB equation
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