scientific article; zbMATH DE number 6165466

zbMath1266.91036MaRDI QIDQ4921294

Yiping Qian, Xiang Lin

Publication date: 24 May 2013

Full work available at URL: http://online.watsci.org/abstract_pdf/2011v18/v18n5b-pdf/7.pdf

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdiffusion approximationmartingaleruin probabilityinvestmentjump diffusion processexcess of loss reinsurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical optimization and variational techniques (65K10) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

This page was built for publication: