Dividend Maximization in the Cramer-Lundberg Model using Homotopy Analysis Method (Q3089059)

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scientific article; zbMATH DE number 5941986
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    Dividend Maximization in the Cramer-Lundberg Model using Homotopy Analysis Method
    scientific article; zbMATH DE number 5941986

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      Dividend Maximization in the Cramer-Lundberg Model using Homotopy Analysis Method (English)
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      23 August 2011
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      Cramér-Lundberg model
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      Hamilton-Jacobi-Bellman equation
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      dividends
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      barrier strategy
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      homotopy analysis method (HAM)
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      expected present value (EPP)
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