Discrete time optimal dividend problem with constant premium and exponentially distributed claims (Q5169919)
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scientific article; zbMATH DE number 6317429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time optimal dividend problem with constant premium and exponentially distributed claims |
scientific article; zbMATH DE number 6317429 |
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Discrete time optimal dividend problem with constant premium and exponentially distributed claims (English)
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16 July 2014
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optimal dividend problem
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Bellman equation
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barrier strategy
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