A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fully nonlinear free boundary problem for minimizing the ruin probability |
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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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