A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407)
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scientific article; zbMATH DE number 7544491
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| English | A perturbation approach to optimal investment, liability ratio, and dividend strategies |
scientific article; zbMATH DE number 7544491 |
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A perturbation approach to optimal investment, liability ratio, and dividend strategies (English)
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20 June 2022
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jump diffusion
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optimal dividend
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reinsurance
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stochastic control
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0.8644411563873291
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0.8361461162567139
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0.8206666111946106
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0.815949559211731
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0.8111301064491272
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