Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095): Difference between revisions
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Revision as of 20:38, 19 March 2024
scientific article; zbMATH DE number 6449750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate |
scientific article; zbMATH DE number 6449750 |
Statements
Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (English)
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24 June 2015
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discrete risk model
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interest rate
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Markov chain
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optimal investment
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ruin probability
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stochastic return
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martingales
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