A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539)
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scientific article; zbMATH DE number 7211123
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A fully nonlinear free boundary problem for minimizing the ruin probability |
scientific article; zbMATH DE number 7211123 |
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A fully nonlinear free boundary problem for minimizing the ruin probability (English)
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11 June 2020
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parabolic fully nonlinear equation
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free boundary
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stochastic optimal control
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controllable risk
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reinsurance
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ruin probability
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0.8090577125549316
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0.8022491931915283
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0.7997245788574219
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0.7995086908340454
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0.7927674055099487
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