Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model |
scientific article; zbMATH DE number 6954981
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
16 October 2018
0 references
fuzzy discrete-time insurance risk model
0 references
fuzzy mean-variance portfolio optimization
0 references
adaptive fuzzy number
0 references
ruin
0 references
0 references
0 references
0 references
0.8007811903953552
0 references
0.7870244383811951
0 references
0.7769544720649719
0 references
0.7657214403152466
0 references
0.7605374455451965
0 references
