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Publication:2916579
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zbMath1265.91098MaRDI QIDQ2916579

Chun-Wei Wang, Chuan-Cun Yin

Publication date: 5 October 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionHJB equationoptimal dividend strategydividend paymentsinvestment interest


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)


Related Items (1)

A perturbed risk model with constant interest and periodic barrier dividend strategy







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