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Publication:2940159
zbMath1310.91074MaRDI QIDQ2940159
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Publication date: 26 January 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic controlruin probabilityclassical risk processinvestment constraintssufficiency theoremrisk process with stochastic premiums
Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Processes in random environments (60K37) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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