Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817)
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scientific article; zbMATH DE number 5717861
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| English | Optimal dividend strategies in a Cramér-Lundberg model with capital injections |
scientific article; zbMATH DE number 5717861 |
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Optimal dividend strategies in a Cramér-Lundberg model with capital injections (English)
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8 June 2010
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stochastic control
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Hamilton-Jacobi-Bellman equation
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dividend
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capital injection
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barrier strategy
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0.9330307245254515
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0.9083404541015624
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0.904590666294098
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0.8954373598098755
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0.8900551199913025
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