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scientific article; zbMATH DE number 6961954
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scientific article; zbMATH DE number 6961954

    Statements

    author
    Yu-Ning Li
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    Yi Zhang
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    Jun Zhao
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    publication date
    22 October 2018
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    zbMATH Keywords
    capital allocation
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    mean-variance model
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    convex programming
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    ruin probability
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    Identifiers

    Mathematics Subject Classification ID
    91B32
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    91B30
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    62H05
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    90C25
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    zbMATH DE Number
    6961954
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