Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218)
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scientific article; zbMATH DE number 5520707
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| English | Optimal expected exponential utility of dividend payments in a Brownian risk model |
scientific article; zbMATH DE number 5520707 |
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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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0.8843581080436707
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0.8581012487411499
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0.8545424938201904
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0.8320165872573853
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