Optimal proportional reinsurance with constant dividend barrier (Q551369)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance with constant dividend barrier |
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Optimal proportional reinsurance with constant dividend barrier (English)
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19 July 2011
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stochastic control
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time of ruin
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expected discounted dividend payment
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moments
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Laplace transforms
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