Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin |
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Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (English)
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24 May 2007
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ruin
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control
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Lundberg inequality
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Bellman operator
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