An optimization approach to adaptive multi-dimensional capital management (Q1757615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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