A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant (Q5216297)
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scientific article; zbMATH DE number 7168142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant |
scientific article; zbMATH DE number 7168142 |
Statements
A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant (English)
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17 February 2020
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ruin probabilities
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optimal control problem
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atlas model
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free boundary problems
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