Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin

DOI10.1016/j.insmatheco.2005.04.006zbMath1242.93143OpenAlexW1969019774WikidataQ96748985 ScholiaQ96748985MaRDI QIDQ882869

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Publication date: 24 May 2007

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.04.006

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