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Markov models / Mathematical analysis / Probability and statistics / Markov chain / Continuous-time Markov process / Optimal control / Dynamic programming / Statistics / Markov processes / Mathematical optimization


Numerical Methods for Optimal Dividend Payment and Investment Strategies of Regime-switching Jump Diffusion Models with Capital Injections Zhuo Jin,∗ Hailiang Yang,†
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Document Date: 2014-04-02 01:16:30

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File Size: 200,57 KB

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Company

Fleming / /

Country

Australia / /

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Event

Dividend Issuance / /

Facility

Wayne State University / University of Hong Kong / The University of Melbourne / /

IndustryTerm

capital injection operator / actual computing / closed-form solutions / insurance / conditional probability law / closed-form solution / numerical algorithm / numerical algorithms / approximation algorithms / /

Organization

University of Melbourne / Wayne State University / Detroit / University of Hong Kong / Hong Kong / Department of Economics / National Science Foundation / Research Grants Council of HKSAR / Centre for Actuarial Studies / Department of Mathematics / Department of Statistics and Actuarial Science / /

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Position

author / rt / /

Product

Capital injection / Capital Injections / /

ProgrammingLanguage

K / /

ProvinceOrState

Michigan / /

Technology

3 Numerical Algorithm / numerical algorithms / numerical algorithm / approximation algorithms / /

SocialTag