A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271)
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scientific article; zbMATH DE number 6330203
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| English | A note on applications of stochastic ordering to control problems in insurance and finance |
scientific article; zbMATH DE number 6330203 |
Statements
A note on applications of stochastic ordering to control problems in insurance and finance (English)
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14 August 2014
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extremal process
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controlled diffusion process
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stochastic ordering
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ruin problem
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0.7395182847976685
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0.733274519443512
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0.7322657704353333
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0.7315610647201538
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