Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions

Viktor Antipov & Yuri Kabanov

Finance and Stochastics2025https://doi.org/10.1007/s00780-025-00580-6article
AJG 3ABDC A
Weight
0.41

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https://doi.org/https://doi.org/10.1007/s00780-025-00580-6

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@article{viktor2025,
  title        = {{Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions}},
  author       = {Viktor Antipov & Yuri Kabanov},
  journal      = {Finance and Stochastics},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s00780-025-00580-6},
}

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Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions

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Evidence weight

0.41

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.25 × 0.4 = 0.10
M · momentum0.55 × 0.15 = 0.08
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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