A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271)
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scientific article; zbMATH DE number 6330203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on applications of stochastic ordering to control problems in insurance and finance |
scientific article; zbMATH DE number 6330203 |
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A note on applications of stochastic ordering to control problems in insurance and finance (English)
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14 August 2014
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extremal process
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controlled diffusion process
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stochastic ordering
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ruin problem
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