Optimal capital injections and dividends with tax in a risk model in discrete time (Q2209796)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal capital injections and dividends with tax in a risk model in discrete time |
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Optimal capital injections and dividends with tax in a risk model in discrete time (English)
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4 November 2020
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discrete risk model
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optimal dividend problem
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capital injections
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tax
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Bellman equation
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two barrier strategy
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de Finetti model
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