A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fully nonlinear free boundary problem arising from optimal dividend and risk control model |
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A fully nonlinear free boundary problem arising from optimal dividend and risk control model (English)
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18 December 2019
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parabolic variational inequality
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free boundary
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stochastic optimal control
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insurance
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reinsurance
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