Optimal investment-dividend policy of an insurance firm under regulation (Q3668697)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-dividend policy of an insurance firm under regulation |
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Optimal investment-dividend policy of an insurance firm under regulation (English)
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1983
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optimal investment-dividend policy
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regulation
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compound Poisson process
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diffusion approximation
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general claim size distribution
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extension of Cramer-model of ruin probability
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linear second order ordinary differential equation
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