{"id":"https://openalex.org/W2159691160","doi":"https://doi.org/10.1007/s11424-015-2084-x","title":"Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment","display_name":"Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment","publication_year":2015,"publication_date":"2015-01-12","ids":{"openalex":"https://openalex.org/W2159691160","doi":"https://doi.org/10.1007/s11424-015-2084-x","mag":"2159691160"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-015-2084-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-015-2084-x","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078370308","display_name":"Xiuchun Bi","orcid":"https://orcid.org/0000-0002-2703-4660"},"institutions":[{"id":"https://openalex.org/I126520041","display_name":"University of Science and Technology of China","ror":"https://ror.org/04c4dkn09","country_code":"CN","type":"education","lineage":["https://openalex.org/I126520041","https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiuchun Bi","raw_affiliation_strings":["Department of Statistic and Finance, University of Science and Technology of China, Hefei, 230026, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistic and Finance, University of Science and Technology of China, Hefei, 230026, China","institution_ids":["https://openalex.org/I126520041"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100713310","display_name":"Shuguang Zhang","orcid":"https://orcid.org/0000-0003-2959-6197"},"institutions":[{"id":"https://openalex.org/I126520041","display_name":"University of Science and Technology of China","ror":"https://ror.org/04c4dkn09","country_code":"CN","type":"education","lineage":["https://openalex.org/I126520041","https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shuguang Zhang","raw_affiliation_strings":["Department of Statistic and Finance, University of Science and Technology of China, Hefei, 230026, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistic and Finance, University of Science and Technology of China, Hefei, 230026, China","institution_ids":["https://openalex.org/I126520041"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5078370308"],"corresponding_institution_ids":["https://openalex.org/I126520041"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.4628,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.85247432,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"28","issue":"1","first_page":"144","last_page":"155"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinsurance","display_name":"Reinsurance","score":0.8883286118507385},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.7918199300765991},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.5593541860580444},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5308310389518738},{"id":"https://openalex.org/keywords/ruin-theory","display_name":"Ruin theory","score":0.4920918345451355},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4585359990596771},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4472895860671997},{"id":"https://openalex.org/keywords/infinity","display_name":"Infinity","score":0.43123960494995117},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.42847371101379395},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4236811101436615},{"id":"https://openalex.org/keywords/minification","display_name":"Minification","score":0.4197689890861511},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.4151292145252228},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3955365717411041},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3520675599575043},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.34303390979766846},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.293277770280838},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.22826871275901794},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.12544041872024536}],"concepts":[{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.8883286118507385},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.7918199300765991},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.5593541860580444},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5308310389518738},{"id":"https://openalex.org/C29859451","wikidata":"https://www.wikidata.org/wiki/Q17082609","display_name":"Ruin theory","level":3,"score":0.4920918345451355},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4585359990596771},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4472895860671997},{"id":"https://openalex.org/C7321624","wikidata":"https://www.wikidata.org/wiki/Q205","display_name":"Infinity","level":2,"score":0.43123960494995117},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.42847371101379395},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4236811101436615},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.4197689890861511},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.4151292145252228},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3955365717411041},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3520675599575043},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.34303390979766846},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.293277770280838},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.22826871275901794},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.12544041872024536},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-015-2084-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-015-2084-x","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.6399999856948853}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1558902221","https://openalex.org/W1968457222","https://openalex.org/W1982920830","https://openalex.org/W2029246395","https://openalex.org/W2034085084","https://openalex.org/W2067733412","https://openalex.org/W2082046266","https://openalex.org/W2133469585","https://openalex.org/W2147258401","https://openalex.org/W2158226696","https://openalex.org/W2171169470","https://openalex.org/W2209557103","https://openalex.org/W3011865677","https://openalex.org/W3140112535"],"related_works":["https://openalex.org/W2180817123","https://openalex.org/W3171210036","https://openalex.org/W2380920362","https://openalex.org/W2376890406","https://openalex.org/W2349340733","https://openalex.org/W4306679469","https://openalex.org/W2032834442","https://openalex.org/W4312940986","https://openalex.org/W3003714559","https://openalex.org/W3038259942"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}