A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594)
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scientific article; zbMATH DE number 6930155
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| English | A note on optimal expected utility of dividend payments with proportional reinsurance |
scientific article; zbMATH DE number 6930155 |
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A note on optimal expected utility of dividend payments with proportional reinsurance (English)
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31 August 2018
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stochastic optimal control
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Hamilton-Jacobi-Bellman equation
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optimal dividend
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proportional reinsurance
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0.9063864350318908
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0.8581497669219971
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0.841187059879303
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0.836500883102417
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0.8330162763595581
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