Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums |
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Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (English)
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30 June 2022
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band strategy
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risk models with surplus-dependent premiums
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HJB equation
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viscosity solution
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Gerber-Shiu function
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