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OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
Author(s):
Pablo Azcue
,
Nora Muler
Publication date
Created:
April 2005
Publication date
(Print):
April 2005
Journal:
Mathematical Finance
Publisher:
Wiley-Blackwell
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Renewable Energy – Distribution Grid
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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Martino Bardi
,
Italo Capuzzo-Dolcetta
(1997)
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Optimal Control with State-Space Constraint I
Halil Soner
(1986)
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Controlled diffusion models for optimal dividend pay-out
Søren Asmussen
,
Michael Taksar
(1997)
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Author and article information
Journal
Title:
Mathematical Finance
Abbreviated Title:
Mathematical Finance
Publisher:
Wiley-Blackwell
ISSN (Print):
0960-1627
ISSN (Electronic):
1467-9965
Publication date Created:
April 2005
Publication date (Print):
April 2005
Volume
: 15
Issue
: 2
Pages
: 261-308
Article
DOI:
10.1111/j.0960-1627.2005.00220.x
SO-VID:
385c3e6b-da77-4a10-96ac-18a1c2b539a1
Copyright ©
© 2005
License:
http://doi.wiley.com/10.1002/tdm_license_1.1
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