Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152)
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scientific article; zbMATH DE number 7538195
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| English | Moment and polynomial bounds for ruin-related quantities in risk theory |
scientific article; zbMATH DE number 7538195 |
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Moment and polynomial bounds for ruin-related quantities in risk theory (English)
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8 June 2022
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risk analysis
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expected dividends
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finite-time ruin
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mathematical programming
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optimal investment
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0.793703556060791
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0.7816967964172363
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0.7628445029258728
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0.7583737969398499
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0.7531611919403076
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