A note on applications of stochastic ordering to control problems in insurance and finance
type: Item
instance of: scholarly article
title: A note on applications of stochastic ordering to control problems in insurance and finance
zbMATH Open document ID: 1314.60104
DOI: 10.1080/17442508.2013.778861
author: Nicole Bäuerle
author: Erhan Bayraktar
published in: Stochastics
publication date: 2014-08-14T00:00:00Z
full work available at URL: https://arxiv.org/abs/1210.3800
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6330203
zbMATH Keywords: extremal process
zbMATH Keywords: controlled diffusion process
zbMATH Keywords: stochastic ordering
zbMATH Keywords: ruin problem
MaRDI profile type: Publication
OpenAlex ID: W2020775070
arXiv ID: 1210.3800
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description: scientific article; zbMATH DE number 6330203