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Publication:2987293
zbMath1374.91050MaRDI QIDQ2987293
Yongqiang Ji, Siyuan Chen, Xuanhui Liu, Zongqi Sun
Publication date: 17 May 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
diffusion processHJB equationKuhn-Tucker conditionreinsurancebarrier dividend strategydynamic VaR constraint
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