Optimizing the expected utility of dividend payments for a Cramér–Lundberg risk process (Q4595459)
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scientific article; zbMATH DE number 6814191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing the expected utility of dividend payments for a Cramér–Lundberg risk process |
scientific article; zbMATH DE number 6814191 |
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Optimizing the expected utility of dividend payments for a Cramér–Lundberg risk process (English)
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30 November 2017
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stochastic control
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Hamilton-Jacobi-Bellman equation
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dividend problem
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capital injection
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utility function
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