Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
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Publication:2444704
DOI10.1016/j.insmatheco.2012.02.011zbMath1284.91201MaRDI QIDQ2444704
Publication date: 10 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.011
Hamilton-Jacobi-Bellman equation; viscosity solution; insurance; threshold strategy; risk control; optimal investment policy; band strategy; Cramér-Lundberg process; bounded dividend rates
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