Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725)

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scientific article; zbMATH DE number 7562469
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Optimal Ratcheting of Dividends in a Brownian Risk Model
scientific article; zbMATH DE number 7562469

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    Optimal Ratcheting of Dividends in a Brownian Risk Model (English)
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    22 July 2022
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    optimal dividends
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    viscosity solution
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    HJB equation
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    ratcheting
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    optimal control
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