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Chen Peimin
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2019
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HJB equation
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Optimal dividend
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bailout
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proportional reinsurance
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terminal value
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Optimization
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Stochastic optimal control on dividend policies with bankruptcy
Journal article
Optimization,2019, volume: 68, issue: 12, pages: 2313-2333
Authors:
Chen, Peimin
;
Luo, Xiankang
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Submit date：2025/03/25
bailout
HJB equation
Optimal dividend
proportional reinsurance
terminal value
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