Optimal dividend strategies for two collaborating insurance companies (Q5233179)

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scientific article; zbMATH DE number 7105410
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Optimal dividend strategies for two collaborating insurance companies
scientific article; zbMATH DE number 7105410

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    Optimal dividend strategies for two collaborating insurance companies (English)
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    16 September 2019
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    compound Poisson process
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    two-dimensional optimal dividend problem
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    Hamilton-Jacobi-Bellman equation
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    viscosity solutions
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