Optimal dividend strategies in a dual model with capital injections (Q5962151)
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scientific article; zbMATH DE number 5789562
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| English | Optimal dividend strategies in a dual model with capital injections |
scientific article; zbMATH DE number 5789562 |
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Optimal dividend strategies in a dual model with capital injections (English)
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21 September 2010
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optimal dividend
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singular stochastic control
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jump diffusion processes
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Hamilton-Jacob-Bellman equation
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capital injections
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0.9002358913421631
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0.8985500931739807
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0.884711742401123
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0.8782908320426941
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