Minimal cost of a Brownian risk without ruin
Year of publication: |
2012
|
---|---|
Authors: | Luo, Shangzhen ; Taksar, Michael |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 51.2012, 3, p. 685-693
|
Publisher: |
Elsevier |
Subject: | Regular-impulse control | Diffusion approximation | Quasi-variational inequalities | Capital injection | Reinsurance | IM13 | IE50 | IM52 |
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