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scientific article
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scientific article

    Statements

    author
    Yan Luo
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    Zhaojun Yang
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    Jinqiang Yang
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    publication date
    8 July 2010
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    zbMATH Keywords
    probability of lifetime ruin
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    Hamilton Jacobi Bellman equation
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    stochastic control theory
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G50
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    93E20
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    62P05
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    zbMATH DE Number
    5734114
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