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Interplay between dividend rate and business constraints for a financial corporation - MaRDI portal

Interplay between dividend rate and business constraints for a financial corporation (Q1769413)

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Interplay between dividend rate and business constraints for a financial corporation
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    Interplay between dividend rate and business constraints for a financial corporation (English)
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    21 March 2005
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    Diffusion model
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    dividend distribution
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    business constraints
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    risk control
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    optimal stochastic control
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    HJB equation
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