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

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Revision as of 01:43, 12 February 2024

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An optimization approach to adaptive multi-dimensional capital management
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    An optimization approach to adaptive multi-dimensional capital management (English)
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    15 January 2019
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    ruin probability
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    insurance risk
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    Bayesian statistics
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    optimal allocation
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    multi-dimensional risk process
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