Pages that link to "Item:Q2447424"
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The following pages link to Minimal cost of a Brownian risk without ruin (Q2447424):
Displaying 6 items.
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)