Optimal dividend strategies for two collaborating insurance companies (Q5233179)
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scientific article; zbMATH DE number 7105410
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English | 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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