A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698)
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scientific article; zbMATH DE number 6318620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization |
scientific article; zbMATH DE number 6318620 |
Statements
A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (English)
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19 July 2014
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