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zbMATH Open1234.93113MaRDI QIDQ3105607

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Publication date: 5 January 2012

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zbMATH Keywords

HJB equation ruin probability dividend payouts

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

Interplay between dividend rate and business constraints for a financial corporation

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