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      OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL

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      Mathematical Finance
      Wiley-Blackwell

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          Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

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            Optimal Control with State-Space Constraint I

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              Controlled diffusion models for optimal dividend pay-out

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                Author and article information

                Journal
                Mathematical Finance
                Mathematical Finance
                Wiley-Blackwell
                0960-1627
                1467-9965
                April 2005
                April 2005
                : 15
                : 2
                : 261-308
                Article
                10.1111/j.0960-1627.2005.00220.x
                385c3e6b-da77-4a10-96ac-18a1c2b539a1
                © 2005

                http://doi.wiley.com/10.1002/tdm_license_1.1

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