Extremal Stochastic Controls for Affine Jump Systems with Applications to Two-Line Insurance Models

Authors

Institutions

Publication Details

Journal
HAL (Le Centre pour la Communication Scientifique Directe)
Published
2026-06-17
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Extremal Stochastic Controls for Affine Jump Systems with Applications to Two-Line Insurance Models

Dan Goreac, Ruben Chenevat, Hezhen Bao, Juan Li
HAL (Le Centre pour la Communication Scientifique Directe)
Stochastic processes and financial applications
article

Extremal Stochastic Controls for Affine Jump Systems with Applications to Two-Line Insurance Models

Dan Goreac, Ruben Chenevat, Hezhen Bao, Juan Li
article en

Abstract

No abstract available for this paper.
HAL (Le Centre pour la Communication Scientifique Directe)
Shandong University (CN), Actua (CA), Université Laval (CA)
Openalex Percentile: Top 59%
Stochastic processes and financial applications
Open Access PDFOpenAlex
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.