Optimizing the expected utility of dividend payments for a Cramér-Lundberg risk process (Q4595459)
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scientific article; zbMATH DE number 6814191
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| English | Optimizing the expected utility of dividend payments for a Cramér-Lundberg risk process |
scientific article; zbMATH DE number 6814191 |
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Optimizing the expected utility of dividend payments for a Cramér–Lundberg risk process (English)
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30 November 2017
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stochastic control
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Hamilton-Jacobi-Bellman equation
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dividend problem
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capital injection
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utility function
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0.8683027625083923
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0.8658844828605652
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0.8596699237823486
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0.856349527835846
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0.8521067500114441
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