Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832)
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scientific article; zbMATH DE number 6954981
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model |
scientific article; zbMATH DE number 6954981 |
Statements
Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (English)
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16 October 2018
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fuzzy discrete-time insurance risk model
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fuzzy mean-variance portfolio optimization
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adaptive fuzzy number
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ruin
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0.8007811903953552
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0.7870244383811951
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0.7769544720649719
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0.7657214403152466
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0.7605374455451965
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