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Publication:2860113
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zbMath1289.91102MaRDI QIDQ2860113

Wen-Yu Sun, Xin-Li Zhang

Publication date: 19 November 2013


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equationruin probabilitytransaction costsvalue function


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)


Related Items (1)

Optimal investment-reinsurance policy with regime switching and value-at-risk constraint







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