Optimal singular dividend control with capital injection and affine penalty payment at ruin
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Publication:6163063
DOI10.1017/s0269964822000249zbMath1518.91229MaRDI QIDQ6163063
Publication date: 16 June 2023
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Actuarial mathematics (91G05)
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