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Publication:3607219
zbMath1164.60012MaRDI QIDQ3607219
Publication date: 28 February 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationruin probabilityheavy tailadjustment coefficientoptimal stochastic controlCramér-Lundberg approximationexcess of loss reinsurance
Numerical optimization and variational techniques (65K10) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)
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