Minimal cost of a Brownian risk without ruin
Year of publication: |
2012
|
---|---|
Authors: | Luo, Shangzhen ; Taksar, Michael I. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 3, p. 685-693
|
Subject: | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process |
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