Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184)

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Optimal financing and dividend control of the insurance company with proportional reinsurance policy
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    Optimal financing and dividend control of the insurance company with proportional reinsurance policy (English)
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    25 June 2008
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    optimal dividends control
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    optimal financing control
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    proportional reinsurance
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    HJB equation
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    transaction cost
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    regular-singular control
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