Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019)
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scientific article; zbMATH DE number 6195780
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| English | Quantile criterion-based control of the securities portfolio with a nonzero ruin probability |
scientific article; zbMATH DE number 6195780 |
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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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0.90781575
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0.8950955
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0.8815781
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0.87061167
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0.8628936
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0.8591808
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0.85299695
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0.85288596
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