A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786)
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scientific article; zbMATH DE number 6535776
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| English | A free boundary problem arising from a stochastic optimal control model under controllable risk |
scientific article; zbMATH DE number 6535776 |
Statements
A free boundary problem arising from a stochastic optimal control model under controllable risk (English)
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26 January 2016
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parabolic Barenblatt equation
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free boundary
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stochastic optimal control
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insurance company
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reinsurance
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0.9336176
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0.93137825
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0.9236135
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0.91106826
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0.9051267
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0.9043521
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