Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control of risk processes with Lipschitz payoff functions |
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Stochastic optimal control of risk processes with Lipschitz payoff functions (English)
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18 March 2015
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risk process
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insurance
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stochastic optimal control
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discrete time
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Lipschitz payoff function
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optimal dividend policy
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dynamic programming
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successive approximation method
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Pareto optimality
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barrier-proportional strategy
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