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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates.
Jiyang Tan
Chun Li
Ziqiang Li
Xiangqun Yang
Bicheng Zhang
Published in:
Math. Methods Oper. Res. (2015)
Keyphrases
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mathematical model
conceptual model
high level
computational model
similarity measure
dynamic programming
probability distribution
management system
experimental data
closed form
stochastic process
state dependent
stochastic control