Optimal control of the risk process in a regime-switching environment (Q642895): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:50, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control of the risk process in a regime-switching environment |
scientific article |
Statements
Optimal control of the risk process in a regime-switching environment (English)
0 references
27 October 2011
0 references
regime-switching diffusion
0 references
continuity of the value function
0 references
exit time control
0 references
viscosity solution
0 references