Minimal cost of a Brownian risk without ruin (Q2447424)
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scientific article; zbMATH DE number 6288468
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimal cost of a Brownian risk without ruin |
scientific article; zbMATH DE number 6288468 |
Statements
Minimal cost of a Brownian risk without ruin (English)
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25 April 2014
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regular-impulse control
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diffusion approximation
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quasi-variational inequalities
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capital injection
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reinsurance
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0.8392545580863953
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0.8317094445228577
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0.8307108879089355
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0.8234384655952454
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0.8167101144790649
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