An optimization approach to adaptive multi-dimensional capital management (Q1757615): Difference between revisions

@@ Property / author @@
-M. R. H. Mandjes
@@ Property / author: M. R. H. Mandjes / rank @@
-Normal rank
@@ Property / author @@
-Erik M. M. Winands
@@ Property / author: Erik M. M. Winands / rank @@
-Normal rank
@@ Property / author @@
+M. R. H. Mandjes
@@ Property / author: M. R. H. Mandjes / rank @@
+Normal rank
@@ Property / author @@
+Erik M. M. Winands
@@ Property / author: Erik M. M. Winands / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2896144455
@@ Property / OpenAlex ID: W2896144455 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.08435
@@ Property / arXiv ID: 1812.08435 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3228002
@@ Property / cites work: Q3228002 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Saddlepoint approximations for the probability of ruin in finite time
+Normal rank
@@ Property / cites work @@
+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
+Normal rank
@@ Property / cites work @@
+Convergence rates of posterior distributions.
@@ Property / cites work: Convergence rates of posterior distributions. / rank @@
+Normal rank
@@ Property / cites work @@
+An optimization approach to the dynamic allocation of economic capital
+Normal rank
@@ Property / cites work @@
+An adaptive premium policy with a Bayesian motivation in the classical risk model
+Normal rank
@@ Property / cites work @@
+Differentiation of some functionals of risk processes, and optimal reserve allocation
+Normal rank
@@ Property / cites work @@
+Multirisks model and finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1757615