Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206)
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scientific article; zbMATH DE number 7059855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process |
scientific article; zbMATH DE number 7059855 |
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Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (English)
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28 May 2019
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optimal investment control for insurance company
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Cramer-Lundberg process
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minimal ruin probability function
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