Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax
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Publication:2338478
DOI10.3934/jimo.2018154zbMath1438.91117OpenAlexW2898473889WikidataQ128981859 ScholiaQ128981859MaRDI QIDQ2338478
Lin Xu, Gongpin Cheng, Ding Jun Yao
Publication date: 21 November 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2018154
Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20) Actuarial mathematics (91G05)
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