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Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model.
Pablo Azcue
Nora Muler
Published in:
SIAM J. Control. Optim. (2015)
Keyphrases
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statistical model
probabilistic model
computational model
mathematical model
cost function
management system
theoretical framework
experimental data
formal model
data sets
prior knowledge
dynamic programming
state space
closed form