Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218)
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| Language | Label | Description | Also known as |
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| English | Optimal expected exponential utility of dividend payments in a Brownian risk model |
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Optimal expected exponential utility of dividend payments in a Brownian risk model (English)
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28 February 2009
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optimal dividend payment
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Brownian motion with drift
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optimal control
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exponential utility
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free boundary value problem
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