Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile criterion-based control of the securities portfolio with a nonzero ruin probability |
scientific article |
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Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (English)
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7 August 2013
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investments into securities
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nonzero ruin probability
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dynamic programming
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optimal strategy
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