Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869)
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scientific article; zbMATH DE number 5156973
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| English | Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin |
scientific article; zbMATH DE number 5156973 |
Statements
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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0.9467639
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0.9181441
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0.9148368
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0.9111584
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0.90601355
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0.8977089
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0.8976697
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0.89757204
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