A fully nonlinear free boundary problem for minimizing the ruin probability-Reference-Cited by-同舟云学术

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A fully nonlinear free boundary problem for minimizing the ruin probability

Published:2020-09 Issue: Volume:198 Page:111924
ISSN:0362-546X
Container-title:Nonlinear Analysis
language:en
Short-container-title:Nonlinear Analysis

Author:

Guan Chonghu

Funder

NNSF of China

NSF of Guangdong Province of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference33 articles.

1. Théorie de la spéculation;Bachelier,1900

2. The pricing of options and corporate liabilities;Black;J. Political Econ.,1973

3. The capital structure of a firm;Borch;Swedish J. Econ.,1969

4. Mathematical Methods in Risk Theory;Buhlmann,1970

5. Parabolic Partial Differential Equations of Second Order (Chinese);Chen,2003

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