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- W3125905722 abstract "We consider an insurance entity endowed with an initial capital and a surplus process modelled as a Brownian motion with drift. It is assumed that the company seeks to maximise the cumulated value of expected discounted dividends, which are declared or paid in a foreign currency. The currency fluctuation is modelled as a L'evy process. We consider both cases: restricted and unrestricted dividend payments. It turns out that the value function and the optimal strategy can be calculated explicitly." @default.
- W3125905722 created "2021-02-01" @default.
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- W3125905722 date "2016-03-01" @default.
- W3125905722 modified "2023-09-27" @default.
- W3125905722 title "A Note on the Optimal Dividends Paid in a Foreign Currency" @default.
- W3125905722 hasPublicationYear "2016" @default.
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