Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519): Difference between revisions
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Revision as of 15:21, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment of a time-dependent renewal risk model with stochastic return |
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Optimal investment of a time-dependent renewal risk model with stochastic return (English)
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31 March 2016
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dependence
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optimal portfolio
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Lévy process
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asymptotics
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value-at-risk (VaR)
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