Optimal investment-reinsurance-hybrid dividend strategies for insurance company under compound Poisson-geometric risk process (Q2983707)
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scientific article; zbMATH DE number 6718710
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| English | Optimal investment-reinsurance-hybrid dividend strategies for insurance company under compound Poisson-geometric risk process |
scientific article; zbMATH DE number 6718710 |
Statements
17 May 2017
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compound Poisson-geometric process
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diffusion process
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investment strategy
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reinsurance policy
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hybrid dividend
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HJB equation
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deviation coefficient
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0.8233274221420288
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0.8091862797737122
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0.805758535861969
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0.8000259399414062
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