Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749)
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English | Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes |
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Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (English)
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22 February 2011
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dividends
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quasi-variational inequality
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optimal strategy
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stochastic impulse control
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exponential claim distribution
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