Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631)

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Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
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    Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (English)
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    22 September 2021
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    absolute ruin
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    Barrier strategy
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    debit interest
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    Hamilton-Jacobi-Bellman equation
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    weak infinitesimal generator
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