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Minimal cost of a Brownian risk without ruin - MaRDI portal

Minimal cost of a Brownian risk without ruin (Q2447424)

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Minimal cost of a Brownian risk without ruin
scientific article

    Statements

    title
    Minimal cost of a Brownian risk without ruin (English)
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    author
    Shangzhen Luo
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    Michael I. Taksar
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    publication date
    25 April 2014
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    zbMATH Keywords
    regular-impulse control
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    diffusion approximation
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    quasi-variational inequalities
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    capital injection
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    reinsurance
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    93E20
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    60J70
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    zbMATH DE Number
    6288468
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    OpenAlex ID
    W2032217472
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    arXiv ID
    1112.4005
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