A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397)
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scientific article; zbMATH DE number 5927385
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| English | A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin |
scientific article; zbMATH DE number 5927385 |
Statements
A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (English)
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19 July 2011
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diffusion model
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risk control
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dividend payment
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Hamilton-Jacobi-Bellman equation
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optimal policy
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0.8605796098709106
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0.8545354604721069
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0.8535241484642029
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0.8483672142028809
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